+157.1%
EWT vs EXPD
+75.3%
+81.8%
-27.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.4% | +0.6% | +0.2% |
| 7D | +9.1% | +5.5% | +3.6% | +7.7% |
| 30D | -12.2% | -0.8% | -11.4% | -12.0% |
| 3M | -9.4% | +4.1% | -13.6% | -10.2% |
| 6M | +2.7% | +25.7% | -23.0% | -2.6% |
| YTD | +53.3% | +31.4% | +21.9% | +42.5% |
| 1Y | +59.2% | +42.2% | +17.0% | +44.4% |
| 3Y | +157.1% | +77.2% | +79.9% | +110.6% |
| All | +157.1% | +75.3% | +81.8% | +110.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling