+676.8%
GWW vs EXPD
+336.9%
+339.8%
-41.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.6% | +0.5% | +0.8% |
| 7D | +3.7% | +3.6% | +0.1% | +1.9% |
| 30D | +13.6% | +0.3% | +13.3% | +13.1% |
| 3M | +15.4% | +6.1% | +9.3% | +11.5% |
| 6M | +21.8% | +27.4% | -5.6% | +6.4% |
| YTD | +50.0% | +32.0% | +18.1% | +26.9% |
| 1Y | +60.2% | +40.5% | +19.7% | +30.9% |
| 3Y | +94.4% | +75.7% | +18.7% | +35.1% |
| 5Y | +221.8% | +61.7% | +160.1% | +130.3% |
| All | +676.8% | +336.9% | +339.8% | +204.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling