+51.6%
EXPE vs SW
-1.6%
+53.3%
-60.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.7% | -1.5% | -12.2% | -13.4% |
| 7D | -3.6% | +4.7% | -8.3% | -4.5% |
| 30D | +4.8% | +5.0% | -0.2% | +3.7% |
| 3M | -14.6% | -7.3% | -7.3% | -13.1% |
| 6M | +10.0% | +15.0% | -5.0% | +6.3% |
| YTD | -3.3% | +18.5% | -21.8% | -7.6% |
| 1Y | +28.4% | +27.1% | +1.3% | +20.8% |
| 3Y | +145.1% | +49.3% | +95.8% | +120.0% |
| 5Y | +51.6% | -1.6% | +53.3% | +34.8% |
| All | +51.6% | -1.6% | +53.3% | +34.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling