+125.4%
EXPE vs WPM
+659.5%
-534.1%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WPM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -0.8% | +3.1% | +2.5% |
| 7D | -17.8% | +3.1% | -20.9% | -18.2% |
| 30D | -3.2% | -1.8% | -1.4% | -3.2% |
| 3M | -19.0% | +1.0% | -20.0% | -19.5% |
| 6M | +17.7% | -5.4% | +23.2% | +17.6% |
| YTD | -7.8% | +15.9% | -23.7% | -11.8% |
| 1Y | -1.4% | +30.8% | -32.2% | -7.6% |
| 3Y | +121.9% | +222.6% | -100.7% | +75.5% |
| 5Y | +44.3% | +227.4% | -183.1% | +11.6% |
| 10Y | +125.4% | +757.8% | -632.4% | +53.3% |
| All | +125.4% | +659.5% | -534.1% | +53.3% |
Cumulative growth
Daily Returns
Daily percentage return beside WPM.
Daily Out/Under-Performance
Portfolio return minus WPM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WPM 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 WPM 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