+26.1%
EXPE vs WAT
+30.7%
-4.5%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.5% | -1.2% | -0.9% |
| 7D | -11.5% | -1.8% | -9.7% | -11.0% |
| 30D | -13.1% | -1.7% | -11.4% | -12.6% |
| 3M | +18.1% | +9.1% | +9.1% | +15.1% |
| 6M | +13.3% | +32.4% | -19.2% | +4.4% |
| YTD | -3.2% | +6.6% | -9.8% | -5.7% |
| 1Y | +26.1% | +34.7% | -8.6% | +16.4% |
| All | +26.1% | +30.7% | -4.5% | +16.4% |
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