+674.1%
WPM vs EXPD
+329.8%
+344.3%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.1% | -0.2% | -4.9% | -5.1% |
| 7D | +16.4% | -7.4% | +23.8% | +17.5% |
| 30D | -1.5% | -2.1% | +0.6% | -1.3% |
| 3M | +2.6% | +5.7% | -3.1% | +1.6% |
| 6M | -1.3% | +21.4% | -22.7% | -4.3% |
| YTD | +16.8% | +27.6% | -10.9% | +12.2% |
| 1Y | +34.1% | +36.1% | -2.0% | +27.7% |
| 3Y | +225.1% | +69.9% | +155.2% | +196.3% |
| 5Y | +234.5% | +59.7% | +174.8% | +203.0% |
| 10Y | +674.1% | +323.0% | +351.1% | +551.6% |
| All | +674.1% | +329.8% | +344.3% | +551.6% |
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