+79.7%
WAT vs EXPD
+72.7%
+7.0%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -4.5% | +1.4% | -0.9% |
| 7D | -5.6% | -4.8% | -0.8% | -3.4% |
| 30D | +3.8% | -1.5% | +5.3% | +4.5% |
| 3M | +13.3% | +4.1% | +9.2% | +10.6% |
| 6M | +32.2% | +24.0% | +8.2% | +17.6% |
| YTD | +19.3% | +27.4% | -8.1% | +3.3% |
| 1Y | +21.8% | +38.4% | -16.6% | +0.7% |
| All | +79.7% | +72.7% | +7.0% | +32.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling