+63.3%
WM vs EXPD
+52.5%
+10.8%
-18.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -4.5% | +5.6% | +1.8% |
| 7D | +4.5% | -4.8% | +9.3% | +5.1% |
| 30D | +16.1% | -1.5% | +17.6% | +16.2% |
| 3M | +8.0% | +4.1% | +3.9% | +7.3% |
| 6M | +8.4% | +24.0% | -15.6% | +4.9% |
| YTD | +11.2% | +27.4% | -16.2% | +6.7% |
| 1Y | +22.3% | +38.4% | -16.1% | +15.7% |
| 3Y | +50.2% | +73.2% | -22.9% | +34.8% |
| 5Y | +63.3% | +59.9% | +3.4% | +53.0% |
| All | +63.3% | +52.5% | +10.8% | +53.0% |
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