+152.4%
EXPE vs NWSA
+150.8%
+1.6%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.4% | -0.3% | -0.5% |
| 7D | -11.5% | -3.1% | -8.4% | -9.6% |
| 30D | -13.1% | +4.3% | -17.3% | -15.4% |
| 3M | +18.1% | +9.2% | +8.9% | +11.3% |
| 6M | +13.3% | +21.6% | -8.3% | -0.8% |
| YTD | -3.2% | +14.2% | -17.4% | -11.4% |
| 1Y | +26.1% | +1.8% | +24.4% | +24.6% |
| 3Y | +151.7% | +44.4% | +107.3% | +100.0% |
| 5Y | +88.3% | +41.0% | +47.4% | +49.8% |
| All | +152.4% | +150.8% | +1.6% | +44.2% |
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