+50.0%
EXPE vs WAT
+32.9%
+17.1%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.5% | +1.7% | +8.9% | +10.0% |
| 7D | +14.6% | -1.9% | +16.6% | +15.3% |
| 30D | +21.4% | +6.2% | +15.2% | +18.9% |
| 3M | +1.4% | +18.1% | -16.7% | -4.2% |
| 6M | +28.6% | +54.9% | -26.3% | +10.3% |
| YTD | +12.1% | +23.1% | -11.0% | +4.9% |
| 1Y | +50.0% | +27.3% | +22.7% | +36.7% |
| All | +50.0% | +32.9% | +17.1% | +36.7% |
Cumulative growth
Daily Returns
Daily percentage return beside WAT.
Daily Out/Under-Performance
Portfolio return minus WAT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WAT 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 1y: compounded portfolio wealth divided by compounded WAT 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…
1y analysis · Full analysis span regression · 6 months rolling