+165.3%
EXPE vs SW
+189.7%
-24.4%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.5% | +4.1% | +6.5% | +9.8% |
| 7D | +14.6% | +12.1% | +2.6% | +12.4% |
| 30D | +21.4% | +6.6% | +14.9% | +20.1% |
| 3M | +1.4% | -6.0% | +7.4% | +2.5% |
| 6M | +28.6% | +21.5% | +7.1% | +24.1% |
| YTD | +12.1% | +20.3% | -8.2% | +8.0% |
| 1Y | +50.0% | +28.1% | +21.9% | +42.9% |
| 3Y | +184.1% | +51.6% | +132.5% | +160.8% |
| 5Y | +103.3% | -0.1% | +103.4% | +90.3% |
| 10Y | +165.3% | +189.7% | -24.4% | +114.2% |
| All | +165.3% | +189.7% | -24.4% | +114.2% |
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