+47.1%
EXPE vs WETO
-99.4%
+146.5%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WETO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -5.4% | +6.9% | +1.4% |
| 7D | -5.8% | -4.3% | -1.5% | -5.8% |
| 30D | -13.6% | -39.9% | +26.3% | -13.0% |
| 3M | +25.2% | -97.9% | +123.1% | +26.2% |
| 6M | +22.3% | -95.0% | +117.4% | +22.9% |
| YTD | -0.3% | -97.2% | +96.9% | -0.1% |
| 1Y | +27.8% | -98.9% | +126.7% | +27.9% |
| All | +47.1% | -99.4% | +146.5% | +47.3% |
Cumulative growth
Daily Returns
Daily percentage return beside WETO.
Daily Out/Under-Performance
Portfolio return minus WETO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WETO 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 WETO 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