+82.1%
EWT vs EXPE
+28.4%
+53.7%
-19.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EXPE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +1.6% | -4.1% | -2.6% |
| 7D | -1.1% | -8.7% | +7.6% | -0.8% |
| 30D | +4.8% | -13.6% | +18.4% | +5.2% |
| 3M | +11.1% | +26.6% | -15.5% | +8.4% |
| 6M | +54.6% | +19.9% | +34.7% | +51.0% |
| YTD | +71.4% | -1.7% | +73.2% | +68.8% |
| 1Y | +82.1% | +29.4% | +52.7% | +76.8% |
| All | +82.1% | +28.4% | +53.7% | +76.8% |
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