+118.5%
EXPE vs WING
+742.9%
-624.4%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WING | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +8.4% | -8.4% | -1.9% |
| 7D | -13.3% | +8.6% | -21.9% | -14.9% |
| 30D | -5.5% | +44.8% | -50.2% | -13.2% |
| 3M | -16.5% | +51.9% | -68.4% | -24.6% |
| 6M | +13.1% | +37.2% | -24.1% | +3.3% |
| YTD | -8.0% | -25.3% | +17.3% | -5.2% |
| 1Y | +1.1% | -25.1% | +26.2% | +4.0% |
| 3Y | +131.2% | -12.9% | +144.1% | +110.7% |
| 5Y | +39.8% | +12.0% | +27.8% | +11.6% |
| 10Y | +118.5% | +716.5% | -598.0% | +18.3% |
| All | +118.5% | +742.9% | -624.4% | +18.3% |
Cumulative growth
Daily Returns
Daily percentage return beside WING.
Daily Out/Under-Performance
Portfolio return minus WING return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WING 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 10y: compounded portfolio wealth divided by compounded WING 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…
10y analysis · Full analysis span regression · 6 months rolling