+160.0%
EXPE vs WTW
+198.0%
-38.0%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WTW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.1% | +1.4% | +1.4% |
| 7D | -5.8% | -5.7% | -0.1% | -2.7% |
| 30D | -13.6% | -7.3% | -6.4% | -9.9% |
| 3M | +25.2% | +21.5% | +3.7% | +12.5% |
| 6M | +22.3% | +9.6% | +12.7% | +15.4% |
| YTD | -0.3% | -3.3% | +3.0% | -0.7% |
| 1Y | +27.8% | -6.1% | +33.9% | +29.3% |
| 3Y | +162.4% | +61.8% | +100.6% | +87.2% |
| 5Y | +95.8% | +42.7% | +53.2% | +49.4% |
| All | +160.0% | +198.0% | -38.0% | +40.3% |
Cumulative growth
Daily Returns
Daily percentage return beside WTW.
Daily Out/Under-Performance
Portfolio return minus WTW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WTW 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 WTW 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