+1.0%
WBD vs EXPD
+61.6%
-60.5%
-78.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.9% | -1.3% | -0.9% |
| 7D | -1.8% | -1.1% | -0.7% | -1.3% |
| 30D | +8.8% | +4.1% | +4.7% | +6.6% |
| 3M | +4.6% | +17.9% | -13.3% | -3.9% |
| 6M | +1.1% | +29.2% | -28.2% | -12.0% |
| YTD | -2.0% | +27.4% | -29.3% | -15.6% |
| 1Y | +140.0% | +56.8% | +83.2% | +80.6% |
| 3Y | +144.4% | +68.0% | +76.3% | +73.5% |
| All | +1.0% | +61.6% | -60.5% | -33.2% |
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 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