+156.4%
EXPE vs ITW
+191.6%
-35.2%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ITW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.5% | +1.1% | +1.2% |
| 7D | -8.7% | -2.4% | -6.3% | -7.0% |
| 30D | -13.6% | -9.5% | -4.1% | -7.0% |
| 3M | +26.6% | +6.6% | +20.0% | +20.8% |
| 6M | +19.9% | -1.8% | +21.7% | +21.0% |
| YTD | -1.7% | +9.0% | -10.7% | -9.5% |
| 1Y | +29.4% | +3.6% | +25.9% | +23.7% |
| 3Y | +155.7% | +19.4% | +136.2% | +119.5% |
| 5Y | +93.1% | +36.4% | +56.7% | +48.5% |
| All | +156.4% | +191.6% | -35.2% | +36.3% |
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