+125.4%
EXPE vs WAB
+282.9%
-157.5%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +0.2% | +2.1% | +2.2% |
| 7D | -17.8% | +3.1% | -20.9% | -19.1% |
| 30D | -3.2% | +6.4% | -9.7% | -6.8% |
| 3M | -19.0% | +2.2% | -21.1% | -20.3% |
| 6M | +17.7% | +13.7% | +4.0% | +7.3% |
| YTD | -7.8% | +43.0% | -50.8% | -28.0% |
| 1Y | -1.4% | +47.0% | -48.3% | -24.2% |
| 3Y | +121.9% | +174.4% | -52.4% | +15.1% |
| 5Y | +44.3% | +222.2% | -177.9% | -32.1% |
| 10Y | +125.4% | +276.9% | -151.5% | -18.8% |
| All | +125.4% | +282.9% | -157.5% | -18.8% |
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