+1.5%
WFC vs EXPD
+39.7%
-38.2%
-23.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +2.7% | -0.9% | +1.2% |
| 7D | +0.1% | -5.5% | +5.6% | +1.4% |
| 30D | +2.9% | -1.9% | +4.8% | +3.3% |
| 3M | -1.4% | +6.1% | -7.5% | -2.9% |
| 6M | +14.3% | +21.6% | -7.3% | +9.1% |
| YTD | -6.2% | +27.9% | -34.1% | -12.3% |
| All | +1.5% | +39.7% | -38.2% | -6.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling