+93.1%
EXPE vs WTW
+42.3%
+50.8%
-60.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WTW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.5% | +1.0% | +1.3% |
| 7D | -8.7% | -7.8% | -0.9% | -5.0% |
| 30D | -13.6% | -7.9% | -5.8% | -10.0% |
| 3M | +26.6% | +19.9% | +6.7% | +15.9% |
| 6M | +19.9% | +9.8% | +10.1% | +13.9% |
| YTD | -1.7% | -3.3% | +1.6% | -1.7% |
| 1Y | +29.4% | -3.3% | +32.7% | +29.1% |
| 3Y | +155.7% | +61.5% | +94.1% | +80.2% |
| 5Y | +93.1% | +42.6% | +50.5% | +39.9% |
| All | +93.1% | +42.3% | +50.8% | +39.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling