+308.6%
EXPD vs NWSA
+143.8%
+164.7%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -1.9% | +0.4% | -0.9% |
| 7D | -0.9% | -2.6% | +1.7% | 0.0% |
| 30D | +4.1% | +4.6% | -0.5% | +2.4% |
| 3M | +13.8% | +10.2% | +3.6% | +9.7% |
| 6M | +27.3% | +21.6% | +5.6% | +18.4% |
| YTD | +25.4% | +14.6% | +10.8% | +18.9% |
| 1Y | +54.4% | +0.4% | +54.0% | +52.7% |
| 3Y | +67.9% | +45.0% | +22.9% | +45.3% |
| 5Y | +59.2% | +41.3% | +17.9% | +35.8% |
| 10Y | +308.6% | +142.8% | +165.8% | +177.8% |
| All | +308.6% | +143.8% | +164.7% | +177.8% |
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