+1,468.3%
EXPD vs WTW
+1,174.9%
+293.4%
-58.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WTW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -2.1% | +3.0% | +1.7% |
| 7D | -1.1% | -2.6% | +1.5% | -0.2% |
| 30D | +4.1% | -1.0% | +5.1% | +4.3% |
| 3M | +17.9% | +29.9% | -12.0% | +6.4% |
| 6M | +29.2% | +10.7% | +18.5% | +23.0% |
| YTD | +27.4% | +2.6% | +24.8% | +24.0% |
| 1Y | +56.8% | +2.8% | +54.1% | +52.4% |
| 3Y | +68.0% | +67.3% | +0.8% | +33.7% |
| 5Y | +61.9% | +56.6% | +5.2% | +30.7% |
| 10Y | +316.0% | +204.1% | +111.9% | +152.9% |
| All | +1,468.3% | +1,174.9% | +293.4% | +691.0% |
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