+2,524.2%
EW vs EXPE
+851.4%
+1,672.7%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXPE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.7% | +1.8% | +0.4% |
| 7D | -0.3% | -9.5% | +9.2% | +1.4% |
| 30D | +1.0% | -6.6% | +7.7% | +2.2% |
| 3M | +2.8% | +31.4% | -28.6% | -2.5% |
| 6M | +5.5% | +35.2% | -29.7% | -0.9% |
| YTD | +5.5% | +5.8% | -0.3% | +2.9% |
| 1Y | +11.0% | +38.7% | -27.6% | +2.6% |
| 3Y | +17.7% | +175.8% | -158.1% | -6.9% |
| 5Y | -25.7% | +111.8% | -137.6% | -40.1% |
| 10Y | +132.8% | +179.7% | -46.9% | +68.1% |
| All | +2,524.2% | +851.4% | +1,672.7% | +1,281.3% |
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 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