+855.0%
EXPE vs GWW
+2,875.0%
-2,020.0%
-82.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GWW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +0.9% | -2.6% | -2.2% |
| 7D | -9.5% | +1.4% | -10.9% | -10.3% |
| 30D | -6.6% | +3.3% | -9.9% | -8.3% |
| 3M | +31.4% | +2.9% | +28.5% | +28.4% |
| 6M | +35.2% | +15.8% | +19.4% | +23.4% |
| YTD | +5.8% | +32.0% | -26.2% | -11.0% |
| 1Y | +38.7% | +29.9% | +8.8% | +17.7% |
| 3Y | +175.8% | +91.1% | +84.7% | +86.1% |
| 5Y | +111.8% | +223.9% | -112.1% | +3.2% |
| 10Y | +179.7% | +567.0% | -387.3% | -19.0% |
| All | +855.0% | +2,875.0% | -2,020.0% | +0.1% |
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 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