+200.2%
WAB vs EXPD
+55.6%
+144.6%
-23.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -2.3% | +4.1% | +2.7% |
| 7D | +1.4% | -7.2% | +8.6% | +4.4% |
| 30D | +0.4% | -3.3% | +3.7% | +1.7% |
| 3M | -3.8% | +3.4% | -7.2% | -5.3% |
| 6M | +5.1% | +22.7% | -17.6% | -3.7% |
| YTD | +33.3% | +24.5% | +8.8% | +19.7% |
| 1Y | +39.8% | +38.6% | +1.2% | +19.5% |
| 3Y | +161.1% | +71.5% | +89.5% | +95.4% |
| All | +200.2% | +55.6% | +144.6% | +114.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling