+597.9%
WY vs EXPD
+30,988.6%
-30,390.7%
-75.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +2.7% | -2.0% | -0.1% |
| 7D | -0.8% | -5.5% | +4.7% | +0.8% |
| 30D | +10.6% | -1.9% | +12.5% | +11.1% |
| 3M | -16.6% | +6.1% | -22.7% | -18.3% |
| 6M | -8.6% | +21.6% | -30.2% | -14.0% |
| YTD | -8.4% | +27.9% | -36.3% | -16.0% |
| 1Y | -5.1% | +39.4% | -44.5% | -15.2% |
| 3Y | -21.9% | +72.7% | -94.6% | -35.1% |
| 5Y | -31.3% | +60.3% | -91.6% | -42.0% |
| 10Y | +3.6% | +332.6% | -329.0% | -32.4% |
| All | +597.9% | +30,988.6% | -30,390.7% | +199.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling