+153.5%
EXPE vs WCN
+19.6%
+133.9%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.9% | -1.0% | -6.8% | -7.5% |
| 7D | -9.8% | -0.4% | -9.3% | -9.6% |
| 30D | -11.5% | -2.1% | -9.4% | -10.8% |
| 3M | +21.7% | +6.4% | +15.3% | +19.4% |
| 6M | +10.4% | -3.7% | +14.1% | +11.9% |
| YTD | -2.5% | -6.4% | +3.8% | -0.2% |
| 1Y | +27.3% | -7.9% | +35.3% | +31.2% |
| 3Y | +153.5% | +20.8% | +132.7% | +144.3% |
| All | +153.5% | +19.6% | +133.9% | +144.3% |
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