+88.4%
WAT vs EXPD
+72.3%
+16.1%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +2.7% | +1.5% | +2.8% |
| 7D | +6.0% | -5.5% | +11.5% | +8.9% |
| 30D | +9.9% | -1.9% | +11.8% | +10.8% |
| 3M | +17.2% | +6.1% | +11.1% | +13.2% |
| 6M | +34.2% | +21.6% | +12.6% | +20.5% |
| YTD | +25.5% | +27.9% | -2.4% | +8.2% |
| 1Y | +28.3% | +39.4% | -11.1% | +5.4% |
| 3Y | +88.4% | +72.7% | +15.7% | +33.5% |
| All | +88.4% | +72.3% | +16.1% | +33.5% |
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 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