+158.0%
EXPE vs WU
-40.9%
+198.9%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.9% | +0.1% | -0.3% |
| 7D | -11.5% | -4.9% | -6.6% | -9.2% |
| 30D | -13.1% | -1.3% | -11.8% | -12.4% |
| 3M | +18.1% | -3.6% | +21.7% | +18.2% |
| 6M | +13.3% | -24.3% | +37.6% | +27.7% |
| YTD | -3.2% | -21.1% | +17.9% | +6.9% |
| 1Y | +26.1% | -10.3% | +36.5% | +29.0% |
| 3Y | +151.7% | -28.4% | +180.1% | +179.6% |
| 5Y | +88.3% | -51.2% | +139.6% | +154.8% |
| 10Y | +158.0% | -39.6% | +197.7% | +213.3% |
| All | +158.0% | -40.9% | +198.9% | +213.3% |
Cumulative growth
Daily Returns
Daily percentage return beside WU.
Daily Out/Under-Performance
Portfolio return minus WU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WU 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 WU 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