+487.9%
WWD vs EXPD
+314.6%
+173.3%
-60.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.9% | +0.2% | +0.6% |
| 7D | +1.3% | -1.1% | +2.4% | +1.9% |
| 30D | -7.2% | +4.1% | -11.2% | -9.0% |
| 3M | -3.8% | +17.9% | -21.7% | -11.7% |
| 6M | -9.9% | +29.2% | -39.1% | -21.5% |
| YTD | +14.8% | +27.4% | -12.5% | -0.5% |
| 1Y | +42.1% | +56.8% | -14.8% | +9.5% |
| 3Y | +170.8% | +68.0% | +102.8% | +94.8% |
| 5Y | +197.5% | +61.9% | +135.6% | +110.6% |
| All | +487.9% | +314.6% | +173.3% | +129.7% |
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