+2,881.5%
EW vs EXPE
+727.6%
+2,153.9%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXPE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -4.9% | +6.2% | +2.2% |
| 7D | +11.0% | -9.3% | +20.3% | +12.5% |
| 30D | +19.1% | +0.1% | +18.9% | +18.4% |
| 3M | +14.4% | -15.3% | +29.7% | +17.0% |
| 6M | +22.8% | +5.5% | +17.3% | +20.3% |
| YTD | +19.8% | -8.0% | +27.8% | +19.1% |
| 1Y | +23.9% | +18.9% | +5.0% | +17.1% |
| 3Y | +52.2% | +135.5% | -83.3% | +23.6% |
| 5Y | -13.9% | +44.3% | -58.2% | -25.9% |
| 10Y | +241.9% | +117.7% | +124.1% | +155.6% |
| All | +2,881.5% | +727.6% | +2,153.9% | +1,499.3% |
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