+38.6%
EXPE vs WAB
+223.7%
-185.1%
-60.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +1.8% | -3.9% | -3.2% |
| 7D | -11.2% | +4.0% | -15.2% | -13.1% |
| 30D | -7.5% | +6.3% | -13.8% | -11.1% |
| 3M | -19.1% | +3.3% | -22.3% | -21.0% |
| 6M | +10.7% | +14.5% | -3.7% | -0.7% |
| YTD | -9.9% | +42.7% | -52.6% | -33.0% |
| 1Y | -4.6% | +45.2% | -49.8% | -29.9% |
| 3Y | +116.8% | +173.8% | -57.0% | -7.9% |
| 5Y | +38.6% | +223.8% | -185.2% | -49.7% |
| All | +38.6% | +223.7% | -185.1% | -49.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling