+10.5%
WBD vs EXPD
+60.3%
-49.8%
-78.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +13.8% | +26.3% | -12.6% | +0.2% |
| 7D | +13.8% | +26.3% | -12.6% | +0.2% |
| 30D | +13.8% | +26.3% | -12.6% | +0.2% |
| 3M | +13.8% | +26.3% | -12.6% | +0.2% |
| 6M | +13.3% | +33.8% | -20.5% | -3.7% |
| YTD | +7.4% | +30.9% | -23.6% | -9.5% |
| 1Y | +63.0% | +58.8% | +4.2% | +20.7% |
| 3Y | +206.7% | +76.0% | +130.7% | +109.2% |
| All | +10.5% | +60.3% | -49.8% | -30.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling