+10.8%
WBD vs EXPD
+308.0%
-297.2%
-91.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.5% | +1.0% | +0.3% |
| 7D | -0.7% | -0.9% | +0.2% | -0.3% |
| 30D | +5.0% | +4.1% | +0.9% | +2.9% |
| 3M | +6.2% | +13.8% | -7.5% | -0.5% |
| 6M | +0.6% | +27.3% | -26.7% | -11.4% |
| YTD | -2.4% | +25.4% | -27.9% | -14.8% |
| 1Y | +127.7% | +54.4% | +73.3% | +76.7% |
| 3Y | +148.4% | +67.9% | +80.5% | +82.8% |
| 5Y | +4.2% | +59.2% | -54.9% | -22.8% |
| 10Y | +10.8% | +308.6% | -297.8% | -50.2% |
| All | +10.8% | +308.0% | -297.2% | -50.2% |
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