+60.3%
EXPD vs WTW
+51.1%
+9.3%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WTW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -0.6% | +3.3% | +2.9% |
| 7D | -5.5% | +0.5% | -5.9% | -5.6% |
| 30D | -1.9% | +10.4% | -12.3% | -4.8% |
| 3M | +6.1% | -4.8% | +10.9% | +7.4% |
| 6M | +21.6% | +28.5% | -6.8% | +11.3% |
| YTD | +27.9% | +0.5% | +27.3% | +26.4% |
| 1Y | +39.4% | +1.6% | +37.8% | +37.1% |
| 3Y | +72.7% | +42.5% | +30.1% | +45.4% |
| 5Y | +60.3% | +49.8% | +10.5% | +26.8% |
| All | +60.3% | +51.1% | +9.3% | +26.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling