+200.3%
EWT vs EXPE
+162.6%
+37.7%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EXPE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -7.9% | +7.3% | +0.5% |
| 7D | +1.6% | -9.8% | +11.4% | +3.0% |
| 30D | +8.2% | -11.5% | +19.7% | +9.7% |
| 3M | +11.1% | +21.7% | -10.6% | +6.8% |
| 6M | +60.4% | +10.4% | +50.1% | +56.1% |
| YTD | +75.6% | -2.5% | +78.1% | +73.4% |
| 1Y | +91.3% | +27.3% | +64.0% | +78.9% |
| 3Y | +200.3% | +153.5% | +46.8% | +149.1% |
| All | +200.3% | +162.6% | +37.7% | +149.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling