+1,330.5%
WDC vs EXPE
+182.4%
+1,148.1%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EXPE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.9% | -1.7% | +7.5% | +6.2% |
| 7D | +1.7% | -9.5% | +11.3% | +3.5% |
| 30D | -10.0% | -6.6% | -3.3% | -9.0% |
| 3M | -18.8% | +31.4% | -50.1% | -24.4% |
| 6M | +79.0% | +35.2% | +43.8% | +64.1% |
| YTD | +171.6% | +5.8% | +165.8% | +162.5% |
| 1Y | +417.4% | +38.7% | +378.7% | +359.3% |
| All | +1,330.5% | +182.4% | +1,148.1% | +955.4% |
Cumulative growth
Daily Returns
Daily percentage return beside EXPE.
Daily Out/Under-Performance
Portfolio return minus EXPE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXPE 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 EXPE 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