+154.8%
EXPE vs ITW
+18.4%
+136.4%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ITW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.7% | +1.0% | +0.5% |
| 7D | -11.5% | -1.9% | -9.6% | -10.3% |
| 30D | -13.1% | -10.4% | -2.7% | -6.0% |
| 3M | +18.1% | +3.5% | +14.6% | +15.5% |
| 6M | +13.3% | -3.4% | +16.6% | +15.9% |
| YTD | -3.2% | +8.5% | -11.7% | -11.6% |
| 1Y | +26.1% | +3.2% | +22.9% | +20.1% |
| All | +154.8% | +18.4% | +136.4% | +107.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling