-3.9%
EXPE vs GWW
+60.2%
-64.1%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GWW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.1% | -0.6% | +0.2% |
| 7D | -4.2% | +3.7% | -7.9% | -5.2% |
| 30D | -4.5% | +13.6% | -18.1% | -6.6% |
| 3M | -19.7% | +15.4% | -35.1% | -21.5% |
| 6M | +18.3% | +21.8% | -3.5% | +13.6% |
| YTD | -7.3% | +50.0% | -57.4% | -20.2% |
| 1Y | -3.9% | +60.2% | -64.1% | -23.1% |
| All | -3.9% | +60.2% | -64.1% | -23.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling