+234.8%
WAT vs EXPD
+334.2%
-99.3%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +2.7% | +1.5% | +2.8% |
| 7D | +6.0% | -5.5% | +11.5% | +9.1% |
| 30D | +9.9% | -1.9% | +11.8% | +10.9% |
| 3M | +17.2% | +6.1% | +11.1% | +13.2% |
| 6M | +34.2% | +21.6% | +12.6% | +20.3% |
| YTD | +25.5% | +27.9% | -2.4% | +8.5% |
| 1Y | +28.3% | +39.4% | -11.1% | +5.8% |
| 3Y | +88.4% | +72.7% | +15.7% | +36.6% |
| 5Y | +36.1% | +60.3% | -24.2% | +0.3% |
| 10Y | +234.8% | +332.6% | -97.8% | +59.5% |
| All | +234.8% | +334.2% | -99.3% | +59.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling