+163.6%
W vs EXPE
+276.6%
-113.0%
-93.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXPE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -1.7% | +4.2% | +3.4% |
| 7D | -4.2% | -9.5% | +5.4% | +0.9% |
| 30D | -7.6% | -6.6% | -0.9% | -4.6% |
| 3M | +37.2% | +31.4% | +5.8% | +19.6% |
| 6M | +26.3% | +35.2% | -8.9% | +7.7% |
| YTD | -1.0% | +5.8% | -6.8% | -5.4% |
| 1Y | +20.1% | +38.7% | -18.6% | -1.1% |
| 3Y | +37.8% | +175.8% | -138.0% | -22.0% |
| 5Y | -63.7% | +111.8% | -175.5% | -77.0% |
| 10Y | +156.3% | +179.7% | -23.4% | +14.1% |
| All | +163.6% | +276.6% | -113.0% | +7.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling