+129.3%
WFC vs EXPD
+61.6%
+67.8%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.9% | 0.0% | +0.6% |
| 7D | +3.8% | -1.1% | +4.9% | +4.2% |
| 30D | +1.5% | +4.1% | -2.6% | +0.1% |
| 3M | +10.9% | +17.9% | -7.0% | +4.6% |
| 6M | +8.4% | +29.2% | -20.8% | -1.3% |
| YTD | -1.9% | +27.4% | -29.2% | -10.7% |
| 1Y | +12.3% | +56.8% | -44.5% | -5.8% |
| 3Y | +132.3% | +68.0% | +64.3% | +86.6% |
| All | +129.3% | +61.6% | +67.8% | +81.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling