+26.1%
EXPE vs WCN
-8.7%
+34.9%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.2% | +0.5% | -0.4% |
| 7D | -11.5% | -1.7% | -9.8% | -11.1% |
| 30D | -13.1% | -3.0% | -10.1% | -12.3% |
| 3M | +18.1% | +2.5% | +15.6% | +17.8% |
| 6M | +13.3% | -5.7% | +19.0% | +16.5% |
| YTD | -3.2% | -7.4% | +4.2% | +0.4% |
| 1Y | +26.1% | -8.6% | +34.8% | +31.4% |
| All | +26.1% | -8.7% | +34.9% | +31.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling