+36.1%
WAT vs EXPD
+61.0%
-24.8%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | +13.1% |
| 6M | +34.2% | +21.6% | +12.6% | +20.1% |
| YTD | +25.5% | +27.9% | -2.4% | +8.1% |
| 1Y | +28.3% | +39.4% | -11.1% | +5.2% |
| 3Y | +88.4% | +72.7% | +15.7% | +34.7% |
| 5Y | +36.1% | +60.3% | -24.2% | -2.8% |
| All | +36.1% | +61.0% | -24.8% | -2.8% |
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