+118.5%
EXPE vs WAT
+232.2%
-113.7%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +4.2% | -4.2% | -1.9% |
| 7D | -13.3% | +6.0% | -19.4% | -15.5% |
| 30D | -5.5% | +9.9% | -15.4% | -9.6% |
| 3M | -16.5% | +17.2% | -33.6% | -22.5% |
| 6M | +13.1% | +34.2% | -21.1% | -1.7% |
| YTD | -8.0% | +25.5% | -33.5% | -18.7% |
| 1Y | +1.1% | +28.3% | -27.2% | -11.5% |
| 3Y | +131.2% | +88.4% | +42.8% | +58.7% |
| 5Y | +39.8% | +36.1% | +3.6% | +10.0% |
| 10Y | +118.5% | +234.8% | -116.3% | +10.6% |
| All | +118.5% | +232.2% | -113.7% | +10.6% |
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