+69.3%
EXPD vs NWSA
+46.6%
+22.7%
-21.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.8% | +2.7% | +1.5% |
| 7D | -1.1% | -1.9% | +0.7% | -0.5% |
| 30D | +4.1% | +4.6% | -0.5% | +2.4% |
| 3M | +17.9% | +13.2% | +4.7% | +12.6% |
| 6M | +29.2% | +27.0% | +2.2% | +18.0% |
| YTD | +27.4% | +16.8% | +10.5% | +19.6% |
| 1Y | +56.8% | +4.5% | +52.3% | +53.0% |
| All | +69.3% | +46.6% | +22.7% | +45.1% |
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