+577.7%
WPM vs EXPD
+334.2%
+243.6%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.6% | +2.7% | +2.9% | +5.3% |
| 7D | +20.8% | -5.5% | +26.3% | +21.6% |
| 30D | +3.8% | -1.9% | +5.7% | +3.9% |
| 3M | +7.4% | +6.1% | +1.3% | +6.3% |
| 6M | +4.0% | +21.6% | -17.7% | +0.9% |
| YTD | +23.0% | +27.9% | -4.9% | +18.3% |
| 1Y | +45.9% | +39.4% | +6.6% | +38.8% |
| 3Y | +242.9% | +72.7% | +170.3% | +213.0% |
| 5Y | +259.5% | +60.3% | +199.2% | +226.7% |
| 10Y | +577.7% | +332.6% | +245.2% | +624.8% |
| All | +577.7% | +334.2% | +243.6% | +624.8% |
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