+97.9%
EWT vs EXPE
+40.7%
+57.2%
-19.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EXPE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -1.7% | +3.5% | +1.9% |
| 7D | +4.0% | -9.5% | +13.5% | +4.3% |
| 30D | +10.3% | -6.6% | +16.9% | +10.5% |
| 3M | +6.1% | +31.4% | -25.3% | +3.6% |
| 6M | +56.6% | +35.2% | +21.4% | +52.2% |
| YTD | +76.6% | +5.8% | +70.8% | +73.5% |
| 1Y | +97.9% | +38.7% | +59.2% | +92.6% |
| All | +97.9% | +40.7% | +57.2% | +92.6% |
Cumulative growth
Daily Returns
Daily percentage return beside EXPE.
Daily Out/Under-Performance
Portfolio return minus EXPE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXPE 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 1y: compounded portfolio wealth divided by compounded EXPE 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…
1y analysis · Full analysis span regression · 6 months rolling