-2.8%
EXPE vs WAT
+20.2%
-23.0%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.4% | -0.8% | -1.0% |
| 7D | -0.5% | +0.6% | -1.1% | -0.7% |
| 30D | -6.1% | +5.4% | -11.5% | -7.7% |
| 3M | -21.3% | +11.3% | -32.6% | -24.1% |
| 6M | +19.0% | +37.4% | -18.4% | +7.1% |
| YTD | -8.4% | +21.2% | -29.6% | -14.4% |
| 1Y | -2.8% | +21.3% | -24.1% | -9.4% |
| All | -2.8% | +20.2% | -23.0% | -9.4% |
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