+1,367.6%
EXPE vs WU
-19.6%
+1,387.2%
-82.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.0% | -0.7% | -1.2% |
| 7D | -9.5% | -0.8% | -8.7% | -9.1% |
| 30D | -6.6% | -1.1% | -5.5% | -6.1% |
| 3M | +31.4% | -3.9% | +35.2% | +31.6% |
| 6M | +35.2% | -20.7% | +55.8% | +48.7% |
| YTD | +5.8% | -18.4% | +24.2% | +14.8% |
| 1Y | +38.7% | -8.1% | +46.7% | +40.1% |
| 3Y | +175.8% | -24.2% | +199.9% | +198.0% |
| 5Y | +111.8% | -50.4% | +162.3% | +181.4% |
| 10Y | +179.7% | -40.0% | +219.8% | +226.3% |
| All | +1,367.6% | -19.6% | +1,387.2% | +1,197.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling