+8,091.0%
WFC vs EXPD
+30,172.0%
-22,081.0%
-79.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.3% | +1.8% | +0.3% |
| 7D | +1.2% | -7.2% | +8.4% | +3.5% |
| 30D | +5.2% | -3.3% | +8.5% | +6.2% |
| 3M | -3.0% | +3.4% | -6.4% | -4.2% |
| 6M | +6.2% | +22.7% | -16.5% | -0.6% |
| YTD | -7.9% | +24.5% | -32.4% | -14.8% |
| 1Y | +0.3% | +38.6% | -38.4% | -10.3% |
| 3Y | +117.7% | +71.5% | +46.2% | +80.3% |
| 5Y | +88.4% | +56.2% | +32.1% | +58.6% |
| 10Y | +147.3% | +310.5% | -163.2% | +57.2% |
| All | +8,091.0% | +30,172.0% | -22,081.0% | +3,023.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling