+730.7%
EXPE vs WWD
+2,405.6%
-1,675.0%
-82.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | +3.4% | -8.3% | -6.4% |
| 7D | -9.3% | +4.2% | -13.5% | -11.1% |
| 30D | +0.1% | -2.1% | +2.3% | +0.8% |
| 3M | -15.3% | -13.2% | -2.1% | -10.3% |
| 6M | +5.5% | -16.9% | +22.4% | +13.0% |
| YTD | -8.0% | +5.2% | -13.2% | -14.2% |
| 1Y | +18.9% | +20.6% | -1.7% | +3.3% |
| 3Y | +135.5% | +146.3% | -10.8% | +40.3% |
| 5Y | +44.3% | +171.3% | -127.1% | -18.1% |
| 10Y | +117.7% | +471.3% | -353.6% | -13.0% |
| All | +730.7% | +2,405.6% | -1,675.0% | +83.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling