+757.8%
WPM vs EXPD
+337.7%
+420.1%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +2.9% | -3.6% | -1.1% |
| 7D | +3.1% | -1.6% | +4.7% | +3.3% |
| 30D | -1.8% | +0.6% | -2.4% | -2.0% |
| 3M | +1.0% | +9.8% | -8.8% | -0.5% |
| 6M | -5.4% | +25.8% | -31.2% | -8.7% |
| YTD | +15.9% | +31.3% | -15.4% | +10.9% |
| 1Y | +30.8% | +40.9% | -10.1% | +23.9% |
| 3Y | +222.6% | +74.7% | +147.9% | +192.9% |
| 5Y | +227.4% | +62.9% | +164.5% | +195.8% |
| 10Y | +757.8% | +334.3% | +423.5% | +628.0% |
| All | +757.8% | +337.7% | +420.1% | +628.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling