+154.5%
EWT vs EXPE
+89.3%
+65.2%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXPE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.7% | +0.9% | +0.3% |
| 7D | +2.1% | -11.5% | +13.6% | +4.2% |
| 30D | +9.4% | -13.1% | +22.4% | +11.8% |
| 3M | +10.9% | +18.1% | -7.3% | +6.5% |
| 6M | +57.9% | +13.3% | +44.7% | +52.4% |
| YTD | +75.9% | -3.2% | +79.1% | +73.5% |
| 1Y | +89.7% | +26.1% | +63.6% | +75.9% |
| 3Y | +200.9% | +151.7% | +49.2% | +133.1% |
| 5Y | +154.5% | +88.3% | +66.2% | +102.3% |
| All | +154.5% | +89.3% | +65.2% | +102.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling