+520.8%
EWT vs EXPD
+316.4%
+204.4%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.3% | -1.1% | -0.2% |
| 7D | +2.1% | +1.2% | +1.0% | +1.7% |
| 30D | +9.4% | +5.2% | +4.2% | +7.5% |
| 3M | +10.9% | +13.2% | -2.3% | +6.1% |
| 6M | +57.9% | +30.3% | +27.6% | +43.6% |
| YTD | +75.9% | +27.0% | +48.9% | +60.0% |
| 1Y | +89.7% | +57.3% | +32.4% | +58.5% |
| 3Y | +200.9% | +70.0% | +130.9% | +140.3% |
| 5Y | +154.5% | +61.6% | +92.9% | +102.7% |
| 10Y | +520.8% | +321.1% | +199.7% | +245.3% |
| All | +520.8% | +316.4% | +204.4% | +245.3% |
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