-32.1%
WY vs EXPD
+60.9%
-93.0%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.4% | +2.2% | +1.9% |
| 7D | -0.8% | +5.5% | -6.3% | -2.9% |
| 30D | +10.1% | -0.8% | +10.9% | +10.2% |
| 3M | -15.4% | +4.1% | -19.5% | -17.0% |
| 6M | -8.3% | +25.7% | -34.0% | -16.9% |
| YTD | -9.8% | +31.4% | -41.2% | -21.2% |
| 1Y | -3.9% | +42.2% | -46.1% | -19.3% |
| 3Y | -23.3% | +77.2% | -100.5% | -43.8% |
| All | -32.1% | +60.9% | -93.0% | -48.6% |
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 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