+104.9%
EXPE vs WWD
+198.3%
-93.4%
-60.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +1.1% | -2.8% | -2.2% |
| 7D | -9.5% | +1.3% | -10.8% | -10.1% |
| 30D | -6.6% | -7.2% | +0.5% | -3.6% |
| 3M | +31.4% | -3.8% | +35.2% | +32.2% |
| 6M | +35.2% | -9.9% | +45.1% | +39.2% |
| YTD | +5.8% | +14.8% | -9.0% | -6.4% |
| 1Y | +38.7% | +42.1% | -3.4% | +7.0% |
| 3Y | +175.8% | +170.8% | +5.0% | +30.9% |
| All | +104.9% | +198.3% | -93.4% | -10.7% |
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