+130.4%
EXPE vs WCN
+322.0%
-191.6%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.9% | -0.4% | 0.0% |
| 7D | -4.2% | +1.2% | -5.4% | -4.8% |
| 30D | -4.5% | +26.4% | -31.0% | -15.8% |
| 3M | -19.7% | +17.5% | -37.2% | -26.4% |
| 6M | +18.3% | +28.7% | -10.5% | +3.1% |
| YTD | -7.3% | +11.5% | -18.9% | -13.4% |
| 1Y | -3.9% | +15.9% | -19.8% | -12.2% |
| 3Y | +123.0% | +51.6% | +71.4% | +70.9% |
| 5Y | +47.9% | +47.9% | 0.0% | +13.4% |
| All | +130.4% | +322.0% | -191.6% | +3.7% |
Cumulative growth
Daily Returns
Daily percentage return beside WCN.
Daily Out/Under-Performance
Portfolio return minus WCN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WCN 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 10y: compounded portfolio wealth divided by compounded WCN 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…
10y analysis · Full analysis span regression · 6 months rolling