+91.1%
EXPE vs WAB
+231.1%
-140.0%
-60.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.9% | +0.6% | -8.4% | -8.2% |
| 7D | -9.8% | +1.7% | -11.4% | -10.8% |
| 30D | -11.5% | -2.4% | -9.1% | -10.2% |
| 3M | +21.7% | +9.7% | +12.0% | +12.5% |
| 6M | +10.4% | +16.5% | -6.1% | -3.6% |
| YTD | -2.5% | +33.7% | -36.3% | -24.3% |
| 1Y | +27.3% | +49.7% | -22.3% | -9.6% |
| 3Y | +153.5% | +170.9% | -17.4% | +7.0% |
| 5Y | +91.1% | +228.0% | -137.0% | -32.2% |
| All | +91.1% | +231.1% | -140.0% | -32.2% |
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