+855.0%
EXPE vs WAB
+2,597.3%
-1,742.3%
-82.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +0.7% | -2.4% | -2.1% |
| 7D | -9.5% | -3.2% | -6.3% | -8.0% |
| 30D | -6.6% | -4.4% | -2.2% | -4.5% |
| 3M | +31.4% | +7.9% | +23.5% | +25.0% |
| 6M | +35.2% | +8.7% | +26.5% | +26.8% |
| YTD | +5.8% | +33.0% | -27.2% | -11.0% |
| 1Y | +38.7% | +46.7% | -8.0% | +10.7% |
| 3Y | +175.8% | +153.0% | +22.8% | +64.9% |
| 5Y | +111.8% | +222.3% | -110.4% | +12.6% |
| 10Y | +179.7% | +291.0% | -111.3% | +24.4% |
| All | +855.0% | +2,597.3% | -1,742.3% | +91.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling