+421.4%
EWT vs EXPD
+334.2%
+87.3%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.2% | +2.7% | +4.5% | +6.3% |
| 7D | -5.0% | -5.5% | +0.5% | -3.0% |
| 30D | -16.3% | -1.9% | -14.4% | -15.7% |
| 3M | -7.2% | +6.1% | -13.3% | -9.0% |
| 6M | -0.5% | +21.6% | -22.1% | -7.0% |
| YTD | +50.6% | +27.9% | +22.7% | +36.7% |
| 1Y | +54.8% | +39.4% | +15.4% | +36.0% |
| 3Y | +155.5% | +72.7% | +82.8% | +103.2% |
| 5Y | +116.4% | +60.3% | +56.1% | +73.6% |
| 10Y | +421.4% | +332.6% | +88.8% | +206.5% |
| All | +421.4% | +334.2% | +87.3% | +206.5% |
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