+5,928.6%
WPM vs EXPD
+845.1%
+5,083.5%
-86.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.9% | -1.9% | -1.3% |
| 7D | +1.1% | -1.1% | +2.2% | +1.4% |
| 30D | +26.4% | +4.1% | +22.3% | +24.8% |
| 3M | +20.8% | +17.9% | +2.9% | +14.7% |
| 6M | +1.1% | +29.2% | -28.1% | -7.2% |
| YTD | +32.5% | +27.4% | +5.1% | +21.7% |
| 1Y | +51.5% | +56.8% | -5.3% | +29.9% |
| 3Y | +267.0% | +68.0% | +199.0% | +201.3% |
| 5Y | +250.1% | +61.9% | +188.3% | +184.0% |
| 10Y | +540.4% | +316.0% | +224.4% | +252.2% |
| All | +5,928.6% | +845.1% | +5,083.5% | +2,003.2% |
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 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