+8,042.8%
WFC vs EXPD
+30,172.0%
-22,129.3%
-79.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -2.3% | +1.2% | -0.3% |
| 7D | +0.6% | -7.2% | +7.8% | +2.9% |
| 30D | +4.6% | -3.3% | +7.9% | +5.6% |
| 3M | -3.6% | +3.4% | -7.0% | -4.7% |
| 6M | +5.6% | +22.7% | -17.1% | -1.2% |
| YTD | -8.5% | +24.5% | -33.0% | -15.3% |
| 1Y | -0.3% | +38.6% | -39.0% | -10.8% |
| 3Y | +116.4% | +71.5% | +44.9% | +79.2% |
| 5Y | +87.2% | +56.2% | +31.0% | +57.7% |
| 10Y | +145.8% | +310.5% | -164.6% | +56.3% |
| All | +8,042.8% | +30,172.0% | -22,129.3% | +3,004.8% |
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