-21.1%
WY vs EXPD
+61.6%
-82.7%
-43.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.9% | -0.1% | +0.5% |
| 7D | -1.7% | -1.1% | -0.6% | -1.3% |
| 30D | -10.1% | +4.1% | -14.2% | -11.6% |
| 3M | -5.1% | +17.9% | -23.0% | -11.5% |
| 6M | -4.8% | +29.2% | -34.0% | -14.9% |
| YTD | -0.2% | +27.4% | -27.6% | -11.4% |
| 1Y | -6.6% | +56.8% | -63.5% | -25.7% |
| 3Y | -22.7% | +68.0% | -90.8% | -41.8% |
| All | -21.1% | +61.6% | -82.7% | -41.4% |
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 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