+754.4%
WDC vs EXPD
+71.7%
+682.7%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.2% | 0.0% | -0.1% |
| 7D | -16.7% | -7.4% | -9.3% | -13.5% |
| 30D | -27.2% | -2.1% | -25.1% | -26.1% |
| 3M | -34.0% | +5.7% | -39.7% | -35.1% |
| 6M | -39.7% | +21.4% | -61.1% | -44.3% |
| YTD | +68.1% | +27.6% | +40.4% | +49.6% |
| 1Y | +66.3% | +36.1% | +30.2% | +43.8% |
| 3Y | +754.4% | +69.9% | +684.5% | +566.6% |
| All | +754.4% | +71.7% | +682.7% | +566.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling