+88.3%
EXPE vs ITW
+33.8%
+54.5%
-60.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ITW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.7% | +1.0% | +0.6% |
| 7D | -11.5% | -1.9% | -9.6% | -10.2% |
| 30D | -13.1% | -10.4% | -2.7% | -5.5% |
| 3M | +18.1% | +3.5% | +14.6% | +15.2% |
| 6M | +13.3% | -3.4% | +16.6% | +15.8% |
| YTD | -3.2% | +8.5% | -11.7% | -11.3% |
| 1Y | +26.1% | +3.2% | +22.9% | +20.3% |
| 3Y | +151.7% | +18.9% | +132.8% | +112.5% |
| 5Y | +88.3% | +35.0% | +53.3% | +38.6% |
| All | +88.3% | +33.8% | +54.5% | +38.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling