+153.1%
EXPE vs CDW
+263.0%
-109.9%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-08 to 2026-09-08.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.9% | -5.2% | -2.7% | -5.0% |
| 7D | -9.8% | -3.9% | -5.9% | -7.7% |
| 30D | -11.5% | +6.9% | -18.4% | -15.5% |
| 3M | +21.7% | +7.7% | +14.0% | +14.4% |
| 6M | +10.4% | +18.3% | -7.9% | -5.3% |
| YTD | -2.5% | +7.8% | -10.3% | -11.8% |
| 1Y | +27.3% | -12.2% | +39.5% | +30.2% |
| 3Y | +153.5% | -28.9% | +182.5% | +185.6% |
| 5Y | +91.1% | -22.8% | +113.9% | +99.4% |
| 10Y | +153.1% | +266.1% | -113.0% | +47.3% |
| All | +153.1% | +263.0% | -109.9% | +47.3% |
Cumulative growth
Daily Returns
Daily percentage return beside CDW.
Daily Out/Under-Performance
Portfolio return minus CDW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CDW 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 2016-09-08 to 2026-09-08: compounded portfolio wealth divided by compounded CDW 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…
2016-09-08 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling