+22.0%
WAT vs EXPD
+40.0%
-18.1%
-31.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +2.9% | -3.8% | -2.1% |
| 7D | +0.7% | -1.6% | +2.3% | +1.3% |
| 30D | +9.0% | +0.6% | +8.4% | +8.5% |
| 3M | +13.5% | +9.8% | +3.7% | +8.6% |
| 6M | +35.3% | +25.8% | +9.5% | +21.6% |
| YTD | +24.0% | +31.3% | -7.3% | +5.3% |
| 1Y | +22.0% | +40.9% | -19.0% | -1.7% |
| All | +22.0% | +40.0% | -18.1% | -1.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling