+153.5%
EXPE vs WAB
+168.6%
-15.1%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.9% | +0.6% | -8.4% | -8.1% |
| 7D | -9.8% | +1.7% | -11.4% | -10.5% |
| 30D | -11.5% | -2.4% | -9.1% | -10.5% |
| 3M | +21.7% | +9.7% | +12.0% | +14.5% |
| 6M | +10.4% | +16.5% | -6.1% | -0.9% |
| YTD | -2.5% | +33.7% | -36.3% | -21.3% |
| 1Y | +27.3% | +49.7% | -22.3% | -4.9% |
| 3Y | +153.5% | +170.9% | -17.4% | +21.8% |
| All | +153.5% | +168.6% | -15.1% | +21.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling