+116.4%
WFC vs EXPD
+68.8%
+47.6%
-24.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -2.3% | +1.2% | -0.4% |
| 7D | +0.6% | -7.2% | +7.8% | +2.7% |
| 30D | +4.6% | -3.3% | +7.9% | +5.5% |
| 3M | -3.6% | +3.4% | -7.0% | -4.6% |
| 6M | +5.6% | +22.7% | -17.1% | -0.7% |
| YTD | -8.5% | +24.5% | -33.0% | -14.8% |
| 1Y | -0.3% | +38.6% | -39.0% | -10.3% |
| 3Y | +116.4% | +71.5% | +44.9% | +73.3% |
| All | +116.4% | +68.8% | +47.6% | +73.3% |
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 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