+726.6%
EXPE vs GWW
+3,251.0%
-2,524.4%
-82.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GWW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.9% | -0.3% | -0.7% |
| 7D | -0.5% | +3.6% | -4.0% | -2.4% |
| 30D | -6.1% | +12.1% | -18.2% | -11.4% |
| 3M | -21.3% | +12.9% | -34.2% | -26.2% |
| 6M | +19.0% | +19.3% | -0.3% | +7.6% |
| YTD | -8.4% | +48.7% | -57.1% | -27.6% |
| 1Y | -2.8% | +60.5% | -63.3% | -26.3% |
| 3Y | +120.8% | +93.3% | +27.5% | +48.8% |
| 5Y | +46.2% | +219.0% | -172.8% | -27.3% |
| 10Y | +123.8% | +659.0% | -535.1% | -39.1% |
| All | +726.6% | +3,251.0% | -2,524.4% | -18.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling