+142.9%
WFC vs EXPD
+304.0%
-161.1%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.3% | +1.8% | +0.7% |
| 7D | +1.2% | -7.2% | +8.4% | +4.8% |
| 30D | +5.2% | -3.3% | +8.5% | +6.7% |
| 3M | -3.0% | +3.4% | -6.4% | -4.9% |
| 6M | +6.2% | +22.7% | -16.5% | -4.7% |
| YTD | -7.9% | +24.5% | -32.4% | -19.1% |
| 1Y | +0.3% | +38.6% | -38.4% | -16.8% |
| 3Y | +117.7% | +71.5% | +46.2% | +56.1% |
| 5Y | +88.4% | +56.2% | +32.1% | +38.6% |
| All | +142.9% | +304.0% | -161.1% | -3.8% |
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