+137.0%
WFC vs EXPD
+315.7%
-178.7%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.9% | 0.0% | +0.4% |
| 7D | +3.8% | -1.1% | +4.9% | +4.3% |
| 30D | +1.5% | +4.1% | -2.6% | -0.6% |
| 3M | +10.9% | +17.9% | -7.0% | +1.9% |
| 6M | +8.4% | +29.2% | -20.8% | -5.4% |
| YTD | -1.9% | +27.4% | -29.2% | -14.5% |
| 1Y | +12.3% | +56.8% | -44.5% | -12.9% |
| 3Y | +132.3% | +68.0% | +64.3% | +69.1% |
| 5Y | +130.1% | +61.9% | +68.2% | +65.6% |
| All | +137.0% | +315.7% | -178.7% | -7.3% |
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