+155.9%
EXPE vs WING
+656.3%
-500.4%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WING | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | -1.5% | -3.4% | -4.5% |
| 7D | -9.3% | +9.0% | -18.4% | -11.0% |
| 30D | +0.1% | +39.9% | -39.8% | -7.1% |
| 3M | -15.3% | +40.4% | -55.7% | -22.0% |
| 6M | +5.5% | +12.9% | -7.4% | +0.9% |
| YTD | -8.0% | -31.1% | +23.1% | -3.4% |
| 1Y | +18.9% | -32.7% | +51.6% | +25.1% |
| 3Y | +135.5% | -19.8% | +155.3% | +120.5% |
| 5Y | +44.3% | +4.0% | +40.3% | +19.3% |
| 10Y | +117.7% | +684.4% | -566.7% | +13.8% |
| All | +155.9% | +656.3% | -500.4% | +29.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling