+163.6%
W vs EXPD
+452.2%
-288.6%
-93.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +0.9% | +1.6% | +1.7% |
| 7D | -4.2% | -1.1% | -3.0% | -3.0% |
| 30D | -7.6% | +4.1% | -11.6% | -11.1% |
| 3M | +37.2% | +17.9% | +19.3% | +17.8% |
| 6M | +26.3% | +29.2% | -2.9% | -2.3% |
| YTD | -1.0% | +27.4% | -28.3% | -23.7% |
| 1Y | +20.1% | +56.8% | -36.7% | -26.1% |
| 3Y | +37.8% | +68.0% | -30.2% | -17.7% |
| 5Y | -63.7% | +61.9% | -125.5% | -77.1% |
| 10Y | +156.3% | +316.0% | -159.7% | -15.8% |
| All | +163.6% | +452.2% | -288.6% | -32.8% |
Cumulative growth
Daily Returns
Daily percentage return beside EXPD.
Daily Out/Under-Performance
Portfolio return minus EXPD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXPD return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded EXPD wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling