+298.2%
WBD vs EXPD
+855.2%
-557.0%
-91.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.9% | -1.3% | -0.8% |
| 7D | -1.8% | -1.1% | -0.7% | -1.3% |
| 30D | +8.8% | +4.1% | +4.7% | +6.8% |
| 3M | +4.6% | +17.9% | -13.3% | -3.0% |
| 6M | +1.1% | +29.2% | -28.2% | -10.5% |
| YTD | -2.0% | +27.4% | -29.3% | -13.7% |
| 1Y | +140.0% | +56.8% | +83.2% | +91.3% |
| 3Y | +144.4% | +68.0% | +76.3% | +88.0% |
| 5Y | -0.2% | +61.9% | -62.1% | -22.8% |
| 10Y | +9.1% | +316.0% | -306.9% | -45.4% |
| All | +298.2% | +855.2% | -557.0% | +43.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling