+38.7%
EXPE vs WST
+37.6%
+1.1%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.8% | -0.9% | -1.6% |
| 7D | -9.5% | +0.7% | -10.3% | -9.6% |
| 30D | -6.6% | -3.1% | -3.5% | -6.2% |
| 3M | +31.4% | +7.2% | +24.2% | +30.3% |
| 6M | +35.2% | +36.8% | -1.6% | +29.8% |
| YTD | +5.8% | +23.8% | -18.0% | +1.2% |
| 1Y | +38.7% | +37.8% | +0.9% | +26.8% |
| All | +38.7% | +37.6% | +1.1% | +26.8% |
Cumulative growth
Daily Returns
Daily percentage return beside WST.
Daily Out/Under-Performance
Portfolio return minus WST return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WST 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 1y: compounded portfolio wealth divided by compounded WST 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…
1y analysis · Full analysis span regression · 6 months rolling