+658.9%
GWW vs EXPD
+334.2%
+324.8%
-41.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +2.7% | -2.0% | -0.7% |
| 7D | +5.3% | -5.5% | +10.7% | +8.1% |
| 30D | +12.4% | -1.9% | +14.3% | +13.2% |
| 3M | +13.7% | +6.1% | +7.6% | +9.9% |
| 6M | +18.0% | +21.6% | -3.6% | +5.6% |
| YTD | +44.6% | +27.9% | +16.7% | +24.2% |
| 1Y | +53.1% | +39.4% | +13.7% | +25.4% |
| 3Y | +90.2% | +72.7% | +17.6% | +33.2% |
| 5Y | +215.0% | +60.3% | +154.7% | +125.5% |
| 10Y | +658.9% | +332.6% | +326.3% | +190.4% |
| All | +658.9% | +334.2% | +324.8% | +190.4% |
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