+779.7%
EXPE vs ITW
+939.0%
-159.3%
-82.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ITW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.9% | -0.5% | -7.4% | -7.5% |
| 7D | -9.8% | -0.4% | -9.3% | -9.4% |
| 30D | -11.5% | -9.4% | -2.1% | -4.6% |
| 3M | +21.7% | +7.1% | +14.6% | +15.6% |
| 6M | +10.4% | -1.9% | +12.2% | +11.4% |
| YTD | -2.5% | +10.4% | -13.0% | -11.2% |
| 1Y | +27.3% | +3.3% | +24.0% | +21.9% |
| 3Y | +153.5% | +21.0% | +132.5% | +115.4% |
| 5Y | +91.1% | +36.3% | +54.8% | +47.0% |
| 10Y | +153.1% | +185.8% | -32.7% | +8.4% |
| All | +779.7% | +939.0% | -159.3% | +47.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling