-3.9%
EXPE vs NWSA
-0.9%
-3.0%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -2.1% | +2.6% | +2.5% |
| 7D | -4.2% | -0.8% | -3.4% | -3.5% |
| 30D | -4.5% | -11.3% | +6.8% | +7.8% |
| 3M | -19.7% | -8.1% | -11.6% | -11.9% |
| 6M | +18.3% | -0.7% | +19.0% | +20.2% |
| YTD | -7.3% | +1.3% | -8.7% | -1.7% |
| 1Y | -3.9% | -1.3% | -2.6% | +5.6% |
| All | -3.9% | -0.9% | -3.0% | +5.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling