+96.0%
GWW vs EXPD
+68.7%
+27.3%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.9% | 0.0% | +0.7% |
| 7D | +1.4% | -1.1% | +2.5% | +1.7% |
| 30D | +3.3% | +4.1% | -0.8% | +2.2% |
| 3M | +2.9% | +17.9% | -15.0% | -1.9% |
| 6M | +15.8% | +29.2% | -13.4% | +7.0% |
| YTD | +32.0% | +27.4% | +4.7% | +22.6% |
| 1Y | +29.9% | +56.8% | -26.9% | +12.6% |
| All | +96.0% | +68.7% | +27.3% | +61.6% |
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 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