+1,474.9%
EXPD vs WTW
+1,149.6%
+325.3%
-58.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WTW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -0.6% | +3.3% | +2.9% |
| 7D | -5.5% | +0.5% | -5.9% | -5.7% |
| 30D | -1.9% | +10.4% | -12.3% | -5.5% |
| 3M | +6.1% | -4.8% | +10.9% | +7.6% |
| 6M | +21.6% | +28.5% | -6.8% | +9.7% |
| YTD | +27.9% | +0.5% | +27.3% | +25.1% |
| 1Y | +39.4% | +1.6% | +37.8% | +35.6% |
| 3Y | +72.7% | +42.5% | +30.1% | +46.1% |
| 5Y | +60.3% | +49.8% | +10.5% | +31.6% |
| 10Y | +332.6% | +218.4% | +114.2% | +158.3% |
| All | +1,474.9% | +1,149.6% | +325.3% | +698.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling