-23.3%
WY vs EXPD
+75.3%
-98.6%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.4% | +2.2% | +1.8% |
| 7D | -0.8% | +5.5% | -6.3% | -2.3% |
| 30D | +10.1% | -0.8% | +10.9% | +10.1% |
| 3M | -15.4% | +4.1% | -19.5% | -16.6% |
| 6M | -8.3% | +25.7% | -34.0% | -14.6% |
| YTD | -9.8% | +31.4% | -41.2% | -18.3% |
| 1Y | -3.9% | +42.2% | -46.1% | -15.9% |
| 3Y | -23.3% | +77.2% | -100.5% | -44.7% |
| All | -23.3% | +75.3% | -98.6% | -44.7% |
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 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