+855.0%
EXPE vs WWD
+2,633.9%
-1,778.9%
-82.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +32.5% |
| 6M | +35.2% | -9.9% | +45.1% | +39.3% |
| YTD | +5.8% | +14.8% | -9.0% | -4.8% |
| 1Y | +38.7% | +42.1% | -3.4% | +11.7% |
| 3Y | +175.8% | +170.8% | +5.0% | +57.9% |
| 5Y | +111.8% | +197.5% | -85.7% | +15.9% |
| 10Y | +179.7% | +477.8% | -298.1% | +11.2% |
| All | +855.0% | +2,633.9% | -1,778.9% | +103.0% |
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