+321.2%
EXPD vs NWSA
+157.9%
+163.4%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -0.3% | -1.9% | -2.1% |
| 7D | -7.2% | -9.4% | +2.2% | -4.3% |
| 30D | -3.3% | -7.8% | +4.5% | -1.0% |
| 3M | +3.4% | -10.8% | +14.1% | +6.8% |
| 6M | +22.7% | +1.1% | +21.6% | +21.1% |
| YTD | +24.5% | +1.8% | +22.7% | +22.2% |
| 1Y | +38.6% | +6.0% | +32.6% | +34.0% |
| 3Y | +71.5% | +24.6% | +46.9% | +55.5% |
| 5Y | +56.2% | +13.1% | +43.1% | +42.5% |
| All | +321.2% | +157.9% | +163.4% | +189.9% |
Cumulative growth
Daily Returns
Daily percentage return beside NWSA.
Daily Out/Under-Performance
Portfolio return minus NWSA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NWSA 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 10y: compounded portfolio wealth divided by compounded NWSA 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…
10y analysis · Full analysis span regression · 6 months rolling