+855.0%
EXPE vs WY
+94.2%
+760.8%
-82.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +0.8% | -2.5% | -2.2% |
| 7D | -9.5% | -1.7% | -7.8% | -8.6% |
| 30D | -6.6% | -10.1% | +3.5% | -0.7% |
| 3M | +31.4% | -5.1% | +36.5% | +35.1% |
| 6M | +35.2% | -4.8% | +40.0% | +38.0% |
| YTD | +5.8% | -0.2% | +6.0% | +3.9% |
| 1Y | +38.7% | -6.6% | +45.3% | +41.3% |
| 3Y | +175.8% | -22.7% | +198.5% | +207.7% |
| 5Y | +111.8% | -22.2% | +134.1% | +133.6% |
| 10Y | +179.7% | +7.3% | +172.4% | +134.8% |
| All | +855.0% | +94.2% | +760.8% | +358.3% |
Cumulative growth
Daily Returns
Daily percentage return beside WY.
Daily Out/Under-Performance
Portfolio return minus WY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WY 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 WY 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