+57.1%
GWW vs EXPD
+53.8%
+3.3%
-13.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.5% | -3.2% | +9.8% | +7.1% |
| 7D | +11.1% | +0.3% | +10.8% | +10.9% |
| 30D | +15.7% | +1.8% | +13.9% | +15.2% |
| 3M | +14.8% | +8.9% | +5.8% | +12.7% |
| 6M | +30.9% | +42.2% | -11.3% | +19.8% |
| YTD | +48.5% | +33.4% | +15.1% | +38.6% |
| 1Y | +57.1% | +47.2% | +9.9% | +41.7% |
| All | +57.1% | +53.8% | +3.3% | +41.7% |
Cumulative growth
Daily Returns
Daily percentage return beside EXPD.
Daily Out/Under-Performance
Portfolio return minus EXPD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXPD 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 1y: compounded portfolio wealth divided by compounded EXPD 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…
1y analysis · Full analysis span regression · 6 months rolling