+141.5%
W vs EXPE
+155.3%
-13.8%
-93.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXPE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -7.9% | +8.4% | +4.8% |
| 7D | +6.5% | -9.8% | +16.2% | +12.2% |
| 30D | -6.2% | -11.5% | +5.3% | -0.5% |
| 3M | +48.9% | +21.7% | +27.2% | +33.9% |
| 6M | +31.2% | +10.4% | +20.8% | +24.1% |
| YTD | -0.4% | -2.5% | +2.1% | -1.2% |
| 1Y | +14.8% | +27.3% | -12.5% | -2.4% |
| 3Y | +40.5% | +153.5% | -113.0% | -20.2% |
| 5Y | -62.1% | +91.1% | -153.2% | -75.8% |
| 10Y | +141.5% | +153.1% | -11.6% | +1.9% |
| All | +141.5% | +155.3% | -13.8% | +1.9% |
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