+45.0%
EXPE vs WETO
-99.4%
+144.4%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WETO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +7.1% | -5.5% | +1.6% |
| 7D | -8.7% | -19.9% | +11.2% | -8.8% |
| 30D | -13.6% | -42.7% | +29.0% | -13.0% |
| 3M | +26.6% | -97.7% | +124.4% | +27.7% |
| 6M | +19.9% | -94.4% | +114.4% | +20.6% |
| YTD | -1.7% | -97.0% | +95.3% | -1.5% |
| 1Y | +29.4% | -98.9% | +128.3% | +29.6% |
| All | +45.0% | -99.4% | +144.4% | +45.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling