-3.2%
WAT vs EXPD
+61.6%
-64.8%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.9% | -1.9% | -1.5% |
| 7D | -1.3% | -1.1% | -0.1% | -0.7% |
| 30D | +2.3% | +4.1% | -1.7% | +0.1% |
| 3M | +8.7% | +17.9% | -9.2% | -0.5% |
| 6M | +28.3% | +29.2% | -0.9% | +11.5% |
| YTD | +7.8% | +27.4% | -19.6% | -6.5% |
| 1Y | +36.6% | +56.8% | -20.2% | +5.3% |
| 3Y | +45.7% | +68.0% | -22.4% | +6.6% |
| All | -3.2% | +61.6% | -64.8% | -31.3% |
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