-32.1%
WY vs EXPD
+55.6%
-87.7%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -2.3% | -0.7% | -2.1% |
| 7D | +3.1% | -7.2% | +10.3% | +6.0% |
| 30D | +13.0% | -3.3% | +16.2% | +14.2% |
| 3M | -16.8% | +3.4% | -20.2% | -18.3% |
| 6M | -11.2% | +22.7% | -33.9% | -18.8% |
| YTD | -9.1% | +24.5% | -33.6% | -18.8% |
| 1Y | -4.8% | +38.6% | -43.4% | -19.4% |
| 3Y | -25.3% | +71.5% | -96.8% | -44.7% |
| All | -32.1% | +55.6% | -87.7% | -48.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling