+157.1%
EWT vs EXPE
+121.7%
+35.4%
-27.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EXPE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.2% | +1.3% | +0.3% |
| 7D | +9.1% | -0.5% | +9.6% | +9.2% |
| 30D | -12.2% | -6.1% | -6.1% | -11.4% |
| 3M | -9.4% | -21.3% | +11.9% | -6.7% |
| 6M | +2.7% | +19.0% | -16.3% | -1.2% |
| YTD | +53.3% | -8.4% | +61.7% | +52.6% |
| 1Y | +59.2% | -2.8% | +62.0% | +56.5% |
| 3Y | +157.1% | +120.8% | +36.3% | +106.7% |
| All | +157.1% | +121.7% | +35.4% | +106.7% |
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