+20.3%
WM vs EXPD
+35.2%
-14.8%
-17.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -2.3% | +0.2% | -2.0% |
| 7D | +1.2% | -7.2% | +8.4% | +1.5% |
| 30D | +13.1% | -3.3% | +16.3% | +13.2% |
| 3M | +3.6% | +3.4% | +0.2% | +3.4% |
| 6M | +8.1% | +22.7% | -14.6% | +6.8% |
| YTD | +8.9% | +24.5% | -15.6% | +8.8% |
| 1Y | +20.3% | +38.6% | -18.3% | +23.5% |
| All | +20.3% | +35.2% | -14.8% | +23.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling