+39.5%
EXPE vs WWD
+170.1%
-130.6%
-60.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | +3.4% | -8.3% | -6.4% |
| 7D | -9.3% | +4.2% | -13.5% | -10.9% |
| 30D | +0.1% | -2.1% | +2.3% | +0.8% |
| 3M | -15.3% | -13.2% | -2.1% | -10.4% |
| 6M | +5.5% | -16.9% | +22.4% | +12.7% |
| YTD | -8.0% | +5.2% | -13.2% | -15.6% |
| 1Y | +18.9% | +20.6% | -1.7% | +0.3% |
| 3Y | +135.5% | +146.3% | -10.8% | +18.1% |
| All | +39.5% | +170.1% | -130.6% | -35.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling