+3.5%
W vs EXPE
-2.3%
+5.9%
-51.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EXPE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +2.4% | -0.7% | +0.3% |
| 7D | -7.4% | -17.8% | +10.4% | +3.7% |
| 30D | +7.8% | -3.2% | +11.0% | +9.3% |
| 3M | +10.9% | -19.0% | +29.9% | +23.9% |
| 6M | +86.4% | +17.7% | +68.7% | +69.0% |
| YTD | +14.0% | -7.8% | +21.7% | +12.3% |
| 1Y | +3.5% | -1.4% | +4.9% | -2.2% |
| All | +3.5% | -2.3% | +5.9% | -2.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling