+47.9%
EXPE vs WST
-0.5%
+48.4%
-60.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.4% | +0.9% | +0.6% |
| 7D | -4.2% | +4.9% | -9.1% | -5.2% |
| 30D | -4.5% | +10.7% | -15.2% | -6.4% |
| 3M | -19.7% | +16.8% | -36.5% | -22.2% |
| 6M | +18.3% | +32.0% | -13.7% | +11.6% |
| YTD | -7.3% | +49.9% | -57.3% | -15.3% |
| 1Y | -3.9% | +50.6% | -54.5% | -12.2% |
| 3Y | +123.0% | +21.4% | +101.6% | +98.0% |
| 5Y | +47.9% | -0.6% | +48.5% | +28.7% |
| All | +47.9% | -0.5% | +48.4% | +28.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling