+130.4%
EXPE vs NWSA
+141.7%
-11.3%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -2.1% | +2.6% | +1.9% |
| 7D | -4.2% | -0.8% | -3.4% | -3.7% |
| 30D | -4.5% | -11.3% | +6.8% | +4.4% |
| 3M | -19.7% | -8.1% | -11.6% | -14.2% |
| 6M | +18.3% | -0.7% | +19.0% | +19.6% |
| YTD | -7.3% | +1.3% | -8.7% | -7.3% |
| 1Y | -3.9% | -1.3% | -2.6% | -2.1% |
| 3Y | +123.0% | +28.4% | +94.6% | +92.4% |
| 5Y | +47.9% | +15.3% | +32.7% | +33.9% |
| All | +130.4% | +141.7% | -11.3% | +37.7% |
Cumulative growth
Daily Returns
Daily percentage return beside NWSA.
Daily Out/Under-Performance
Portfolio return minus NWSA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NWSA 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 NWSA 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