+451.6%
EWT vs EXPD
+336.9%
+114.6%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | +0.6% | -3.5% | -3.1% |
| 7D | +13.2% | +3.6% | +9.6% | +11.9% |
| 30D | -14.3% | +0.3% | -14.6% | -14.3% |
| 3M | -8.4% | +6.1% | -14.5% | -10.2% |
| 6M | +3.7% | +27.4% | -23.6% | -4.6% |
| YTD | +53.1% | +32.0% | +21.1% | +37.4% |
| 1Y | +55.5% | +40.5% | +15.0% | +36.3% |
| 3Y | +155.6% | +75.7% | +79.9% | +102.1% |
| 5Y | +119.3% | +61.7% | +57.6% | +75.5% |
| All | +451.6% | +336.9% | +114.6% | +207.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling