+158.0%
EXPE vs WWD
+479.8%
-321.8%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.5% | -0.2% | -0.4% |
| 7D | -11.5% | +0.6% | -12.1% | -11.8% |
| 30D | -13.1% | -5.1% | -8.0% | -10.7% |
| 3M | +18.1% | -11.2% | +29.4% | +24.9% |
| 6M | +13.3% | -12.0% | +25.3% | +19.0% |
| YTD | -3.2% | +12.0% | -15.2% | -14.5% |
| 1Y | +26.1% | +42.8% | -16.7% | -5.3% |
| 3Y | +151.7% | +168.9% | -17.2% | +19.7% |
| 5Y | +88.3% | +192.2% | -103.9% | -16.4% |
| 10Y | +158.0% | +495.3% | -337.2% | -18.1% |
| All | +158.0% | +479.8% | -321.8% | -18.1% |
Cumulative growth
Daily Returns
Daily percentage return beside WWD.
Daily Out/Under-Performance
Portfolio return minus WWD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WWD 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 WWD 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