+4.9%
WY vs EXPD
+308.0%
-303.1%
-61.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.5% | +0.1% | -0.6% |
| 7D | -2.1% | -0.9% | -1.1% | -1.5% |
| 30D | -10.5% | +4.1% | -14.5% | -12.6% |
| 3M | -4.9% | +13.8% | -18.6% | -11.9% |
| 6M | -4.9% | +27.3% | -32.2% | -18.2% |
| YTD | -1.7% | +25.4% | -27.1% | -16.1% |
| 1Y | -9.4% | +54.4% | -63.7% | -32.9% |
| 3Y | -22.3% | +67.9% | -90.2% | -47.1% |
| 5Y | -20.5% | +59.2% | -79.7% | -45.5% |
| 10Y | +4.9% | +308.6% | -303.6% | -61.4% |
| All | +4.9% | +308.0% | -303.1% | -61.4% |
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