+130.4%
EXPE vs WAT
+223.8%
-93.4%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.8% | +2.3% | +1.3% |
| 7D | -4.2% | +2.0% | -6.2% | -5.1% |
| 30D | -4.5% | +7.7% | -12.2% | -7.8% |
| 3M | -19.7% | +11.1% | -30.8% | -23.7% |
| 6M | +18.3% | +31.2% | -12.9% | +3.8% |
| YTD | -7.3% | +21.7% | -29.0% | -17.0% |
| 1Y | -3.9% | +19.3% | -23.2% | -13.0% |
| 3Y | +123.0% | +80.6% | +42.4% | +56.1% |
| 5Y | +47.9% | +29.5% | +18.4% | +19.4% |
| All | +130.4% | +223.8% | -93.4% | +19.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling