+92.6%
GWW vs EXPD
+68.8%
+23.7%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.3% | +1.5% | -0.2% |
| 7D | +6.0% | -7.2% | +13.2% | +7.9% |
| 30D | +14.0% | -3.3% | +17.3% | +14.8% |
| 3M | +12.5% | +3.4% | +9.2% | +11.3% |
| 6M | +23.6% | +22.7% | +0.9% | +16.2% |
| YTD | +43.6% | +24.5% | +19.1% | +34.1% |
| 1Y | +52.5% | +38.6% | +13.8% | +37.8% |
| 3Y | +92.6% | +71.5% | +21.1% | +61.3% |
| All | +92.6% | +68.8% | +23.7% | +61.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling