+353.8%
EXPE vs NWSA
+99.8%
+254.0%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +0.2% | -2.2% | -2.2% |
| 7D | -11.2% | -9.7% | -1.5% | -4.8% |
| 30D | -7.5% | -8.6% | +1.2% | -1.4% |
| 3M | -19.1% | -6.3% | -12.8% | -15.0% |
| 6M | +10.7% | -1.2% | +11.9% | +12.3% |
| YTD | -9.9% | +2.6% | -12.6% | -10.5% |
| 1Y | -4.6% | 0.0% | -4.7% | -3.7% |
| 3Y | +116.8% | +30.1% | +86.7% | +88.6% |
| 5Y | +38.6% | +18.3% | +20.3% | +25.5% |
| 10Y | +115.9% | +149.3% | -33.5% | +28.2% |
| All | +353.8% | +99.8% | +254.0% | +207.2% |
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 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