+210.1%
W vs EXPE
+123.5%
+86.6%
-93.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXPE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.2% | +1.6% | +1.0% |
| 7D | +0.2% | -0.5% | +0.7% | +0.4% |
| 30D | +6.8% | -6.1% | +12.9% | +10.0% |
| 3M | +10.7% | -21.3% | +32.0% | +24.7% |
| 6M | +86.3% | +19.0% | +67.3% | +68.8% |
| YTD | +11.5% | -8.4% | +19.9% | +13.7% |
| 1Y | +5.1% | -2.8% | +7.9% | +3.6% |
| 3Y | +171.0% | +120.8% | +50.2% | +64.8% |
| 5Y | -56.6% | +46.2% | -102.8% | -68.9% |
| All | +210.1% | +123.5% | +86.6% | +29.3% |
Cumulative growth
Daily Returns
Daily percentage return beside EXPE.
Daily Out/Under-Performance
Portfolio return minus EXPE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXPE 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 10y: compounded portfolio wealth divided by compounded EXPE 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…
10y analysis · Full analysis span regression · 6 months rolling