+126.3%
WFC vs EXPD
+75.3%
+51.0%
-24.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.4% | +0.8% | +0.5% |
| 7D | +2.5% | +5.5% | -3.0% | +1.0% |
| 30D | +7.0% | -0.8% | +7.8% | +7.1% |
| 3M | -1.8% | +4.1% | -5.9% | -3.0% |
| 6M | +18.4% | +25.7% | -7.3% | +10.7% |
| YTD | -5.6% | +31.4% | -37.0% | -13.5% |
| 1Y | +3.9% | +42.2% | -38.3% | -7.1% |
| 3Y | +126.3% | +77.2% | +49.1% | +78.4% |
| All | +126.3% | +75.3% | +51.0% | +78.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling