+118.5%
EXPE vs WST
+466.7%
-348.3%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +3.3% | -3.4% | -0.7% |
| 7D | -13.3% | +1.3% | -14.6% | -13.5% |
| 30D | -5.5% | +12.9% | -18.4% | -7.8% |
| 3M | -16.5% | +16.7% | -33.1% | -19.1% |
| 6M | +13.1% | +26.8% | -13.7% | +7.5% |
| YTD | -8.0% | +50.5% | -58.5% | -16.0% |
| 1Y | +1.1% | +52.9% | -51.8% | -8.1% |
| 3Y | +131.2% | +23.9% | +107.2% | +105.9% |
| 5Y | +39.8% | +1.0% | +38.7% | +26.0% |
| 10Y | +118.5% | +451.4% | -332.9% | +17.6% |
| All | +118.5% | +466.7% | -348.3% | +17.6% |
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