+321.1%
EXPD vs WTW
+189.9%
+131.2%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WTW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -3.6% | +4.8% | +2.5% |
| 7D | +1.2% | -7.1% | +8.3% | +3.8% |
| 30D | +5.2% | -8.5% | +13.7% | +8.4% |
| 3M | +13.2% | +20.6% | -7.4% | +4.9% |
| 6M | +30.3% | +7.2% | +23.1% | +25.5% |
| YTD | +27.0% | -3.9% | +30.9% | +26.8% |
| 1Y | +57.3% | -3.6% | +60.9% | +56.7% |
| 3Y | +70.0% | +60.7% | +9.3% | +35.0% |
| 5Y | +61.6% | +42.2% | +19.4% | +33.3% |
| 10Y | +321.1% | +195.5% | +125.6% | +154.5% |
| All | +321.1% | +189.9% | +131.2% | +154.5% |
Cumulative growth
Daily Returns
Daily percentage return beside WTW.
Daily Out/Under-Performance
Portfolio return minus WTW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WTW 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 WTW 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