+10,726.6%
WAT vs EXPD
+14,996.5%
-4,269.9%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.9% | -1.9% | -1.3% |
| 7D | -1.3% | -1.1% | -0.1% | -0.9% |
| 30D | +2.3% | +4.1% | -1.7% | +1.1% |
| 3M | +8.7% | +17.9% | -9.2% | +3.4% |
| 6M | +28.3% | +29.2% | -0.9% | +18.6% |
| YTD | +7.8% | +27.4% | -19.6% | -0.3% |
| 1Y | +36.6% | +56.8% | -20.2% | +18.6% |
| 3Y | +45.7% | +68.0% | -22.4% | +23.7% |
| 5Y | -3.3% | +61.9% | -65.2% | -17.6% |
| 10Y | +162.1% | +316.0% | -153.9% | +72.1% |
| All | +10,726.6% | +14,996.5% | -4,269.9% | +4,140.6% |
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