+30.3%
GWW vs EXPD
+55.4%
-25.2%
-13.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -1.5% | -1.2% | -2.4% |
| 7D | -1.5% | -0.9% | -0.6% | -1.4% |
| 30D | +1.1% | +4.1% | -3.0% | +0.4% |
| 3M | -1.0% | +13.8% | -14.8% | -3.4% |
| 6M | +16.3% | +27.3% | -11.0% | +10.5% |
| YTD | +28.5% | +25.4% | +3.1% | +23.8% |
| 1Y | +30.3% | +54.4% | -24.1% | +21.4% |
| All | +30.3% | +55.4% | -25.2% | +21.4% |
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 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