+12,001.8%
WAT vs EXPD
+14,661.5%
-2,659.6%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -2.3% | +3.3% | +1.7% |
| 7D | -1.1% | -7.2% | +6.1% | +1.1% |
| 30D | +5.0% | -3.3% | +8.2% | +5.9% |
| 3M | +14.5% | +3.4% | +11.1% | +13.1% |
| 6M | +30.9% | +22.7% | +8.2% | +22.7% |
| YTD | +20.5% | +24.5% | -4.1% | +12.0% |
| 1Y | +23.3% | +38.6% | -15.4% | +11.0% |
| 3Y | +81.5% | +71.5% | +10.0% | +52.9% |
| 5Y | +33.4% | +56.2% | -22.9% | +14.8% |
| 10Y | +231.5% | +310.5% | -79.0% | +118.4% |
| All | +12,001.8% | +14,661.5% | -2,659.6% | +4,664.3% |
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 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