+104.9%
EXPE vs WAT
-3.2%
+108.1%
-60.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.0% | -0.7% | -1.3% |
| 7D | -9.5% | -1.3% | -8.3% | -9.1% |
| 30D | -6.6% | +2.3% | -9.0% | -7.5% |
| 3M | +31.4% | +8.7% | +22.6% | +27.1% |
| 6M | +35.2% | +28.3% | +6.9% | +21.8% |
| YTD | +5.8% | +7.8% | -2.0% | +1.5% |
| 1Y | +38.7% | +36.6% | +2.1% | +20.7% |
| 3Y | +175.8% | +45.7% | +130.1% | +123.8% |
| All | +104.9% | -3.2% | +108.1% | +90.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling