+125.4%
EXPE vs WST
+452.9%
-327.4%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +0.1% | +2.3% | +2.4% |
| 7D | -17.8% | +1.1% | -18.8% | -17.9% |
| 30D | -3.2% | +12.4% | -15.6% | -5.5% |
| 3M | -19.0% | +17.6% | -36.5% | -21.7% |
| 6M | +17.7% | +28.3% | -10.5% | +11.6% |
| YTD | -7.8% | +50.5% | -58.3% | -15.8% |
| 1Y | -1.4% | +49.4% | -50.7% | -9.9% |
| 3Y | +121.9% | +21.9% | +100.1% | +98.6% |
| 5Y | +44.3% | +0.4% | +43.9% | +30.2% |
| 10Y | +125.4% | +451.5% | -326.1% | +21.9% |
| All | +125.4% | +452.9% | -327.4% | +21.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling