+156.4%
EXPE vs GWW
+565.7%
-409.3%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GWW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.6% | +2.1% | +1.8% |
| 7D | -8.7% | -3.1% | -5.5% | -7.4% |
| 30D | -13.6% | -2.3% | -11.3% | -12.8% |
| 3M | +26.6% | -3.3% | +30.0% | +27.8% |
| 6M | +19.9% | +15.4% | +4.6% | +12.0% |
| YTD | -1.7% | +26.7% | -28.5% | -12.6% |
| 1Y | +29.4% | +29.0% | +0.5% | +14.3% |
| 3Y | +155.7% | +89.0% | +66.7% | +90.5% |
| 5Y | +93.1% | +221.8% | -128.7% | +13.4% |
| All | +156.4% | +565.7% | -409.3% | +25.9% |
Cumulative growth
Daily Returns
Daily percentage return beside GWW.
Daily Out/Under-Performance
Portfolio return minus GWW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GWW 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 GWW 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