+775.6%
EWT vs EXPE
+723.5%
+52.1%
-62.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXPE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.2% | +1.3% | +0.4% |
| 7D | +9.1% | -0.5% | +9.6% | +9.3% |
| 30D | -12.2% | -6.1% | -6.1% | -11.4% |
| 3M | -9.4% | -21.3% | +11.9% | -5.4% |
| 6M | +2.7% | +19.0% | -16.3% | -2.8% |
| YTD | +53.3% | -8.4% | +61.7% | +51.6% |
| 1Y | +59.2% | -2.8% | +62.0% | +55.1% |
| 3Y | +157.1% | +120.8% | +36.3% | +100.5% |
| 5Y | +119.6% | +46.2% | +73.4% | +80.5% |
| 10Y | +446.9% | +123.8% | +323.1% | +270.0% |
| All | +775.6% | +723.5% | +52.1% | +198.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling