+713.2%
EXPE vs WST
+3,489.0%
-2,775.9%
-82.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.1% | -1.9% | -2.0% |
| 7D | -11.2% | +1.4% | -12.6% | -11.5% |
| 30D | -7.5% | +12.7% | -20.2% | -11.1% |
| 3M | -19.1% | +17.2% | -36.2% | -23.4% |
| 6M | +10.7% | +26.7% | -15.9% | +1.8% |
| YTD | -9.9% | +50.3% | -60.2% | -22.7% |
| 1Y | -4.6% | +50.2% | -54.9% | -18.2% |
| 3Y | +116.8% | +21.7% | +95.1% | +79.6% |
| 5Y | +38.6% | +2.0% | +36.5% | +19.1% |
| 10Y | +115.9% | +451.1% | -335.2% | -24.7% |
| All | +713.2% | +3,489.0% | -2,775.9% | +19.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling