+97.9%
EWT vs EXPD
+57.8%
+40.0%
-19.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.9% | +1.0% | +1.8% |
| 7D | +4.0% | -1.1% | +5.1% | +4.1% |
| 30D | +10.3% | +4.1% | +6.2% | +10.0% |
| 3M | +6.1% | +17.9% | -11.8% | +5.0% |
| 6M | +56.6% | +29.2% | +27.4% | +54.3% |
| YTD | +76.6% | +27.4% | +49.2% | +74.3% |
| 1Y | +97.9% | +56.8% | +41.0% | +95.4% |
| All | +97.9% | +57.8% | +40.0% | +95.4% |
Cumulative growth
Daily Returns
Daily percentage return beside EXPD.
Daily Out/Under-Performance
Portfolio return minus EXPD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXPD 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 EXPD 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