+11,882.3%
WAT vs EXPD
+15,002.1%
-3,119.8%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -4.5% | +1.4% | -1.8% |
| 7D | -5.6% | -4.8% | -0.8% | -4.3% |
| 30D | +3.8% | -1.5% | +5.3% | +4.2% |
| 3M | +13.3% | +4.1% | +9.2% | +11.7% |
| 6M | +32.2% | +24.0% | +8.2% | +23.5% |
| YTD | +19.3% | +27.4% | -8.1% | +10.2% |
| 1Y | +21.8% | +38.4% | -16.6% | +9.8% |
| 3Y | +73.9% | +73.2% | +0.7% | +46.2% |
| 5Y | +32.1% | +59.9% | -27.8% | +12.9% |
| 10Y | +228.2% | +319.9% | -91.7% | +114.8% |
| All | +11,882.3% | +15,002.1% | -3,119.8% | +4,585.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling