+158.0%
EXPE vs WAB
+282.7%
-124.7%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.4% | +0.7% | +0.1% |
| 7D | -11.5% | +0.2% | -11.7% | -11.7% |
| 30D | -13.1% | -4.6% | -8.5% | -10.8% |
| 3M | +18.1% | +5.6% | +12.5% | +12.9% |
| 6M | +13.3% | +13.8% | -0.5% | +2.7% |
| YTD | -3.2% | +31.9% | -35.1% | -20.4% |
| 1Y | +26.1% | +48.3% | -22.1% | -3.4% |
| 3Y | +151.7% | +167.1% | -15.4% | +34.0% |
| 5Y | +88.3% | +222.9% | -134.5% | -9.9% |
| 10Y | +158.0% | +289.9% | -131.9% | -0.9% |
| All | +158.0% | +282.7% | -124.7% | -0.9% |
Cumulative growth
Daily Returns
Daily percentage return beside WAB.
Daily Out/Under-Performance
Portfolio return minus WAB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WAB 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 10y: compounded portfolio wealth divided by compounded WAB 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…
10y analysis · Full analysis span regression · 6 months rolling