+594.1%
EWT vs EXPD
+2,200.7%
-1,606.6%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.9% | +1.0% | +1.5% |
| 7D | +4.0% | -1.1% | +5.1% | +4.4% |
| 30D | +10.3% | +4.1% | +6.2% | +8.6% |
| 3M | +6.1% | +17.9% | -11.8% | -0.6% |
| 6M | +56.6% | +29.2% | +27.4% | +41.0% |
| YTD | +76.6% | +27.4% | +49.2% | +58.5% |
| 1Y | +97.9% | +56.8% | +41.0% | +62.6% |
| 3Y | +198.0% | +68.0% | +129.9% | +134.9% |
| 5Y | +151.8% | +61.9% | +89.9% | +96.8% |
| 10Y | +514.1% | +316.0% | +198.1% | +219.8% |
| All | +594.1% | +2,200.7% | -1,606.6% | +104.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling