+713.2%
EXPE vs WCN
+1,919.0%
-1,205.8%
-82.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +0.6% | -2.7% | -2.4% |
| 7D | -11.2% | +2.6% | -13.8% | -12.4% |
| 30D | -7.5% | +25.3% | -32.8% | -18.9% |
| 3M | -19.1% | +15.2% | -34.3% | -25.5% |
| 6M | +10.7% | +26.4% | -15.7% | -3.7% |
| YTD | -9.9% | +9.9% | -19.8% | -15.8% |
| 1Y | -4.6% | +16.2% | -20.8% | -13.8% |
| 3Y | +116.8% | +49.4% | +67.4% | +65.3% |
| 5Y | +38.6% | +46.2% | -7.6% | +5.6% |
| 10Y | +115.9% | +305.7% | -189.9% | -13.6% |
| All | +713.2% | +1,919.0% | -1,205.8% | +33.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling