+38.6%
EXPE vs WCN
+48.0%
-9.4%
-60.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +0.6% | -2.7% | -2.4% |
| 7D | -11.2% | +2.6% | -13.8% | -12.1% |
| 30D | -7.5% | +25.3% | -32.8% | -16.1% |
| 3M | -19.1% | +15.2% | -34.3% | -24.0% |
| 6M | +10.7% | +26.4% | -15.7% | -0.1% |
| YTD | -9.9% | +9.9% | -19.8% | -13.9% |
| 1Y | -4.6% | +16.2% | -20.8% | -11.3% |
| 3Y | +116.8% | +49.4% | +67.4% | +75.1% |
| 5Y | +38.6% | +46.2% | -7.6% | +15.9% |
| All | +38.6% | +48.0% | -9.4% | +15.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling