+92.0%
WFC vs EXPD
+62.8%
+29.1%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +2.9% | -2.8% | -0.9% |
| 7D | -1.3% | -1.6% | +0.3% | -0.8% |
| 30D | +3.6% | +0.6% | +3.0% | +3.2% |
| 3M | -1.3% | +9.8% | -11.1% | -4.6% |
| 6M | +18.0% | +25.8% | -7.8% | +8.5% |
| YTD | -5.9% | +31.3% | -37.1% | -15.5% |
| 1Y | +1.8% | +40.9% | -39.2% | -11.1% |
| 3Y | +125.0% | +74.7% | +50.3% | +77.1% |
| 5Y | +92.0% | +62.9% | +29.1% | +45.4% |
| All | +92.0% | +62.8% | +29.1% | +45.4% |
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 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