+127.7%
EXPE vs NWSA
+148.1%
-20.5%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +2.7% | -3.8% | -3.0% |
| 7D | -0.5% | +2.2% | -2.7% | -2.1% |
| 30D | -6.1% | -8.8% | +2.7% | +0.7% |
| 3M | -21.3% | -6.5% | -14.8% | -17.0% |
| 6M | +19.0% | +1.5% | +17.5% | +18.4% |
| YTD | -8.4% | +4.0% | -12.5% | -10.1% |
| 1Y | -2.8% | +3.4% | -6.2% | -4.2% |
| 3Y | +120.8% | +34.8% | +85.9% | +84.3% |
| 5Y | +46.2% | +18.4% | +27.8% | +29.8% |
| All | +127.7% | +148.1% | -20.5% | +33.6% |
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