+213.3%
WPM vs EXPD
+68.8%
+144.5%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -2.3% | +5.2% | +3.0% |
| 7D | +16.9% | -7.2% | +24.1% | +17.2% |
| 30D | +2.0% | -3.3% | +5.2% | +1.9% |
| 3M | +8.9% | +3.4% | +5.5% | +8.4% |
| 6M | +1.6% | +22.7% | -21.1% | 0.0% |
| YTD | +16.5% | +24.5% | -8.0% | +14.8% |
| 1Y | +42.2% | +38.6% | +3.6% | +40.0% |
| 3Y | +213.3% | +71.5% | +141.8% | +199.2% |
| All | +213.3% | +68.8% | +144.5% | +199.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling