-13.4%
WBD vs EXPD
+15.0%
-28.4%
-78.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.6% | -0.9% | -0.3% |
| 7D | +6.7% | +17.3% | -10.7% | -4.1% |
| 30D | +19.3% | +11.5% | +7.8% | +10.8% |
| 3M | +78.9% | +18.6% | +60.4% | +59.9% |
| 6M | +171.9% | +24.2% | +147.7% | +134.0% |
| YTD | +115.3% | +25.4% | +90.0% | +85.2% |
| 1Y | +177.2% | +14.5% | +162.7% | +151.7% |
| 3Y | +118.2% | +50.8% | +67.4% | +68.2% |
| All | -13.4% | +15.0% | -28.4% | -32.0% |
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