+1,047.9%
EXPE vs SW
+743.1%
+304.8%
-71.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.5% | +4.1% | +6.5% | +10.1% |
| 7D | +14.6% | +12.1% | +2.6% | +13.3% |
| 30D | +21.4% | +6.6% | +14.9% | +20.7% |
| 3M | +1.4% | -6.0% | +7.4% | +2.0% |
| 6M | +28.6% | +21.5% | +7.1% | +26.1% |
| YTD | +12.1% | +20.3% | -8.2% | +9.8% |
| 1Y | +50.0% | +28.1% | +21.9% | +46.1% |
| 3Y | +184.1% | +51.6% | +132.5% | +171.6% |
| 5Y | +103.3% | -0.1% | +103.4% | +96.5% |
| 10Y | +165.3% | +189.7% | -24.4% | +140.1% |
| All | +1,047.9% | +743.1% | +304.8% | +935.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling