+53.9%
WM vs EXPD
+61.6%
-7.6%
-18.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.9% | -2.1% | -1.4% |
| 7D | -0.3% | -1.1% | +0.8% | -0.1% |
| 30D | -2.4% | +4.1% | -6.4% | -3.0% |
| 3M | +0.4% | +17.9% | -17.5% | -2.0% |
| 6M | -9.5% | +29.2% | -38.7% | -13.0% |
| YTD | +0.5% | +27.4% | -26.9% | -3.5% |
| 1Y | -1.1% | +56.8% | -57.9% | -8.4% |
| 3Y | +46.0% | +68.0% | -22.0% | +31.9% |
| All | +53.9% | +61.6% | -7.6% | +40.3% |
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