+28,817.6%
WM vs EXPD
+32,316.9%
-3,499.2%
-77.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -3.2% | +4.9% | +2.2% |
| 7D | +5.9% | +0.3% | +5.7% | +5.8% |
| 30D | +15.4% | +1.8% | +13.6% | +15.0% |
| 3M | +6.3% | +8.9% | -2.6% | +4.6% |
| 6M | +5.6% | +42.2% | -36.6% | -1.4% |
| YTD | +9.9% | +33.4% | -23.4% | +3.5% |
| 1Y | +20.8% | +47.2% | -26.3% | +11.5% |
| 3Y | +48.5% | +81.3% | -32.8% | +30.4% |
| 5Y | +60.6% | +60.2% | +0.4% | +42.7% |
| 10Y | +349.8% | +339.5% | +10.3% | +229.6% |
| All | +28,817.6% | +32,316.9% | -3,499.2% | +14,792.7% |
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