+102.7%
EWT vs EXPD
+55.6%
+47.1%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | -2.3% | +6.2% | +4.6% |
| 7D | -11.7% | -7.2% | -4.6% | -9.7% |
| 30D | -23.2% | -3.3% | -20.0% | -22.4% |
| 3M | -12.5% | +3.4% | -15.9% | -13.3% |
| 6M | -5.9% | +22.7% | -28.6% | -11.3% |
| YTD | +40.5% | +24.5% | +15.9% | +30.5% |
| 1Y | +43.7% | +38.6% | +5.1% | +28.7% |
| 3Y | +136.6% | +71.5% | +65.1% | +93.2% |
| All | +102.7% | +55.6% | +47.1% | +62.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling