+855.0%
EXPE vs WAT
+875.2%
-20.2%
-82.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.0% | -0.7% | -1.2% |
| 7D | -9.5% | -1.3% | -8.3% | -9.0% |
| 30D | -6.6% | +2.3% | -9.0% | -7.7% |
| 3M | +31.4% | +8.7% | +22.6% | +26.0% |
| 6M | +35.2% | +28.3% | +6.9% | +18.4% |
| YTD | +5.8% | +7.8% | -2.0% | 0.0% |
| 1Y | +38.7% | +36.6% | +2.1% | +16.3% |
| 3Y | +175.8% | +45.7% | +130.1% | +113.9% |
| 5Y | +111.8% | -3.3% | +115.2% | +95.3% |
| 10Y | +179.7% | +162.1% | +17.6% | +49.5% |
| All | +855.0% | +875.2% | -20.2% | +183.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling