+153.5%
EXPE vs NWSA
+44.8%
+108.7%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.9% | -1.9% | -6.0% | -6.2% |
| 7D | -9.8% | -2.6% | -7.1% | -7.5% |
| 30D | -11.5% | +4.6% | -16.1% | -14.8% |
| 3M | +21.7% | +10.2% | +11.5% | +11.3% |
| 6M | +10.4% | +21.6% | -11.2% | -8.0% |
| YTD | -2.5% | +14.6% | -17.2% | -13.7% |
| 1Y | +27.3% | +0.4% | +27.0% | +25.6% |
| 3Y | +153.5% | +45.0% | +108.5% | +88.2% |
| All | +153.5% | +44.8% | +108.7% | +88.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling