+78.0%
EXPD vs NWSA
+29.1%
+48.8%
-21.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -2.1% | +2.6% | +1.2% |
| 7D | +3.6% | -0.8% | +4.4% | +3.9% |
| 30D | +0.3% | -11.3% | +11.6% | +3.8% |
| 3M | +6.1% | -8.1% | +14.1% | +8.4% |
| 6M | +27.4% | -0.7% | +28.0% | +26.3% |
| YTD | +32.0% | +1.3% | +30.7% | +29.2% |
| 1Y | +40.5% | -1.3% | +41.9% | +38.9% |
| All | +78.0% | +29.1% | +48.8% | +63.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling