+175.1%
EXPE vs SW
+147.8%
+27.4%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +1.3% | -2.9% | -1.9% |
| 7D | -9.5% | -5.1% | -4.4% | -8.7% |
| 30D | -6.6% | -4.6% | -2.0% | -5.9% |
| 3M | +31.4% | +9.4% | +22.0% | +29.2% |
| 6M | +35.2% | +3.5% | +31.7% | +33.7% |
| YTD | +5.8% | +22.0% | -16.2% | +1.7% |
| 1Y | +38.7% | +2.2% | +36.5% | +36.8% |
| 3Y | +175.8% | +19.6% | +156.2% | +161.4% |
| 5Y | +111.8% | -2.3% | +114.2% | +98.7% |
| All | +175.1% | +147.8% | +27.4% | +129.6% |
Cumulative growth
Daily Returns
Daily percentage return beside SW.
Daily Out/Under-Performance
Portfolio return minus SW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SW 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 SW 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