+115.5%
EXPE vs WST
+441.1%
-325.6%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | +1.9% | -6.7% | -5.3% |
| 7D | -9.3% | -3.1% | -6.2% | -8.6% |
| 30D | +0.1% | +9.1% | -8.9% | -1.6% |
| 3M | -15.3% | +14.7% | -30.0% | -17.7% |
| 6M | +5.5% | +28.0% | -22.5% | +0.1% |
| YTD | -8.0% | +45.6% | -53.6% | -15.4% |
| 1Y | +18.9% | +45.7% | -26.8% | +9.2% |
| 3Y | +135.5% | +21.1% | +114.5% | +110.6% |
| 5Y | +44.3% | +0.3% | +44.0% | +30.3% |
| All | +115.5% | +441.1% | -325.6% | +16.1% |
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