+47.3%
EXPE vs GWW
+218.6%
-171.4%
-60.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GWW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.9% | -0.3% | -0.8% |
| 7D | -0.5% | +3.6% | -4.0% | -2.1% |
| 30D | -6.1% | +12.1% | -18.2% | -10.5% |
| 3M | -21.3% | +12.9% | -34.2% | -25.3% |
| 6M | +19.0% | +19.3% | -0.3% | +9.5% |
| YTD | -8.4% | +48.7% | -57.1% | -25.2% |
| 1Y | -2.8% | +60.5% | -63.3% | -23.7% |
| 3Y | +120.8% | +93.3% | +27.5% | +56.5% |
| All | +47.3% | +218.6% | -171.4% | -25.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling