+27.1%
SW vs EXPD
+42.2%
-15.1%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -4.5% | +3.0% | -0.7% |
| 7D | +4.7% | -4.8% | +9.5% | +5.5% |
| 30D | +5.0% | -1.5% | +6.5% | +5.2% |
| 3M | -7.3% | +4.1% | -11.4% | -8.2% |
| 6M | +15.0% | +24.0% | -9.0% | +10.1% |
| YTD | +18.5% | +27.4% | -8.9% | +8.9% |
| 1Y | +27.1% | +38.4% | -11.2% | +11.6% |
| All | +27.1% | +42.2% | -15.1% | +11.6% |
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 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