+19.5%
WBD vs EXPD
+344.5%
-325.0%
-91.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +36.5% | +42.7% | -6.2% | +10.1% |
| 7D | +36.5% | +42.7% | -6.2% | +10.1% |
| 30D | +36.5% | +42.7% | -6.2% | +10.1% |
| 3M | +36.5% | +42.7% | -6.2% | +10.1% |
| 6M | +36.5% | +42.7% | -6.2% | +10.1% |
| YTD | +36.5% | +42.7% | -6.2% | +10.1% |
| 1Y | +63.0% | +58.8% | +4.2% | +23.6% |
| 3Y | +206.7% | +76.0% | +130.7% | +118.4% |
| 5Y | +18.4% | +78.5% | -60.1% | -17.8% |
| All | +19.5% | +344.5% | -325.0% | -54.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling