+730.7%
EXPE vs WAT
+990.0%
-259.4%
-82.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | +1.0% | -5.9% | -5.3% |
| 7D | -9.3% | -1.1% | -8.2% | -8.8% |
| 30D | +0.1% | +5.0% | -4.8% | -2.3% |
| 3M | -15.3% | +14.5% | -29.8% | -20.8% |
| 6M | +5.5% | +30.9% | -25.4% | -7.9% |
| YTD | -8.0% | +20.5% | -28.4% | -17.6% |
| 1Y | +18.9% | +23.3% | -4.4% | +5.3% |
| 3Y | +135.5% | +81.5% | +54.1% | +64.1% |
| 5Y | +44.3% | +33.4% | +10.9% | +13.6% |
| 10Y | +117.7% | +231.5% | -113.8% | +4.4% |
| All | +730.7% | +990.0% | -259.4% | +133.6% |
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 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