+1,256.8%
WDC vs EXPD
+68.7%
+1,188.1%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.9% | +0.9% | +5.0% | +5.5% |
| 7D | +1.7% | -1.1% | +2.9% | +2.2% |
| 30D | -10.0% | +4.1% | -14.0% | -11.3% |
| 3M | -18.8% | +17.9% | -36.7% | -24.3% |
| 6M | +79.0% | +29.2% | +49.8% | +59.8% |
| YTD | +171.6% | +27.4% | +144.2% | +141.2% |
| 1Y | +417.4% | +56.8% | +360.6% | +316.2% |
| All | +1,256.8% | +68.7% | +1,188.1% | +927.6% |
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