+502.6%
EWT vs EXPE
+165.2%
+337.4%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXPE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +1.6% | -4.1% | -2.8% |
| 7D | -1.1% | -8.7% | +7.6% | +0.5% |
| 30D | +4.8% | -13.6% | +18.4% | +7.5% |
| 3M | +11.1% | +26.6% | -15.5% | +5.1% |
| 6M | +54.6% | +19.9% | +34.7% | +47.3% |
| YTD | +71.4% | -1.7% | +73.2% | +68.4% |
| 1Y | +82.1% | +29.4% | +52.7% | +67.7% |
| 3Y | +193.2% | +155.7% | +37.6% | +126.6% |
| 5Y | +146.1% | +93.1% | +53.0% | +93.9% |
| All | +502.6% | +165.2% | +337.4% | +291.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling