+116.8%
EXPE vs WCN
+48.9%
+67.9%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +0.6% | -2.7% | -2.3% |
| 7D | -11.2% | +2.6% | -13.8% | -12.0% |
| 30D | -7.5% | +25.3% | -32.8% | -14.8% |
| 3M | -19.1% | +15.2% | -34.3% | -23.3% |
| 6M | +10.7% | +26.4% | -15.7% | +1.8% |
| YTD | -9.9% | +9.9% | -19.8% | -13.0% |
| 1Y | -4.6% | +16.2% | -20.8% | -9.9% |
| 3Y | +116.8% | +49.4% | +67.4% | +100.4% |
| All | +116.8% | +48.9% | +67.9% | +100.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling