+10,029.5%
WDC vs EXPD
+30,172.0%
-20,142.5%
-96.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -2.3% | +0.8% | -0.6% |
| 7D | -28.0% | -7.2% | -20.8% | -25.8% |
| 30D | -34.9% | -3.3% | -31.7% | -33.9% |
| 3M | -41.6% | +3.4% | -44.9% | -42.1% |
| 6M | -45.4% | +22.7% | -68.1% | -49.2% |
| YTD | +53.3% | +24.5% | +28.8% | +40.7% |
| 1Y | +61.5% | +38.6% | +22.9% | +43.0% |
| 3Y | +712.3% | +71.5% | +640.8% | +560.6% |
| 5Y | +524.2% | +56.2% | +468.0% | +422.8% |
| 10Y | +616.5% | +310.5% | +306.1% | +343.1% |
| All | +10,029.5% | +30,172.0% | -20,142.5% | +3,757.4% |
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