+642.9%
WDC vs EXPD
+335.0%
+307.9%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.0% | -0.4% | -4.6% | -4.7% |
| 7D | +12.1% | +5.5% | +6.6% | +8.5% |
| 30D | -18.8% | -0.8% | -18.0% | -17.7% |
| 3M | -39.3% | +4.1% | -43.5% | -40.6% |
| 6M | -40.1% | +25.7% | -65.8% | -48.4% |
| YTD | +71.8% | +31.4% | +40.4% | +40.9% |
| 1Y | +88.5% | +42.2% | +46.3% | +46.8% |
| 3Y | +770.0% | +77.2% | +692.8% | +460.9% |
| 5Y | +549.0% | +61.0% | +488.0% | +338.0% |
| All | +642.9% | +335.0% | +307.9% | +164.9% |
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