+432.9%
EXPE vs NWSA
+127.4%
+305.5%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.8% | +0.1% | -0.6% |
| 7D | -9.5% | -1.9% | -7.7% | -8.5% |
| 30D | -6.6% | +4.6% | -11.2% | -9.4% |
| 3M | +31.4% | +13.2% | +18.2% | +21.5% |
| 6M | +35.2% | +27.0% | +8.2% | +16.4% |
| YTD | +5.8% | +16.8% | -11.0% | -3.9% |
| 1Y | +38.7% | +4.5% | +34.2% | +34.8% |
| 3Y | +175.8% | +46.2% | +129.6% | +121.0% |
| 5Y | +111.8% | +40.9% | +70.9% | +71.4% |
| 10Y | +179.7% | +145.1% | +34.6% | +61.0% |
| All | +432.9% | +127.4% | +305.5% | +229.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling