+855.0%
EXPE vs WST
+2,857.6%
-2,002.6%
-82.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.8% | -0.9% | -1.4% |
| 7D | -9.5% | +0.7% | -10.3% | -9.8% |
| 30D | -6.6% | -3.1% | -3.5% | -5.6% |
| 3M | +31.4% | +7.2% | +24.2% | +28.0% |
| 6M | +35.2% | +36.8% | -1.6% | +20.0% |
| YTD | +5.8% | +23.8% | -18.0% | -2.9% |
| 1Y | +38.7% | +37.8% | +0.9% | +21.3% |
| 3Y | +175.8% | -15.9% | +191.7% | +162.9% |
| 5Y | +111.8% | -25.8% | +137.7% | +103.9% |
| 10Y | +179.7% | +319.6% | -139.9% | +8.2% |
| All | +855.0% | +2,857.6% | -2,002.6% | +49.5% |
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