+127.7%
EXPE vs ITW
+192.7%
-65.0%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ITW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.3% | -1.4% | -1.4% |
| 7D | -0.5% | +2.3% | -2.8% | -2.2% |
| 30D | -6.1% | +6.7% | -12.8% | -10.0% |
| 3M | -21.3% | -0.5% | -20.8% | -20.7% |
| 6M | +19.0% | +16.4% | +2.6% | +6.7% |
| YTD | -8.4% | +19.0% | -27.4% | -20.7% |
| 1Y | -2.8% | +20.2% | -23.0% | -16.5% |
| 3Y | +120.8% | +33.1% | +87.7% | +75.2% |
| 5Y | +46.2% | +35.7% | +10.5% | +13.0% |
| All | +127.7% | +192.7% | -65.0% | +7.7% |
Cumulative growth
Daily Returns
Daily percentage return beside ITW.
Daily Out/Under-Performance
Portfolio return minus ITW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ITW 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 10y: compounded portfolio wealth divided by compounded ITW 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…
10y analysis · Full analysis span regression · 6 months rolling