+458.6%
WWD vs EXPD
+304.0%
+154.6%
-60.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | -2.3% | +5.7% | +4.5% |
| 7D | +4.2% | -7.2% | +11.3% | +8.1% |
| 30D | -2.1% | -3.3% | +1.1% | -0.5% |
| 3M | -13.2% | +3.4% | -16.6% | -14.7% |
| 6M | -16.9% | +22.7% | -39.6% | -25.4% |
| YTD | +5.2% | +24.5% | -19.3% | -7.8% |
| 1Y | +20.6% | +38.6% | -18.1% | -0.1% |
| 3Y | +146.3% | +71.5% | +74.8% | +74.7% |
| 5Y | +171.3% | +56.2% | +115.1% | +97.6% |
| All | +458.6% | +304.0% | +154.6% | +130.6% |
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