+153.5%
EXPE vs GWW
+91.5%
+62.0%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GWW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.9% | -2.7% | -5.2% | -6.8% |
| 7D | -9.8% | -1.5% | -8.2% | -9.2% |
| 30D | -11.5% | +1.1% | -12.6% | -11.9% |
| 3M | +21.7% | -1.0% | +22.7% | +21.5% |
| 6M | +10.4% | +16.3% | -5.9% | +1.9% |
| YTD | -2.5% | +28.5% | -31.0% | -15.6% |
| 1Y | +27.3% | +30.3% | -2.9% | +9.3% |
| 3Y | +153.5% | +91.6% | +61.9% | +76.6% |
| All | +153.5% | +91.5% | +62.0% | +76.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling