+51.6%
SW vs EXPD
+80.8%
-29.2%
-40.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | -3.2% | +7.3% | +5.0% |
| 7D | +12.1% | +0.3% | +11.8% | +11.9% |
| 30D | +6.6% | +1.8% | +4.7% | +5.9% |
| 3M | -6.0% | +8.9% | -14.9% | -8.6% |
| 6M | +21.5% | +42.2% | -20.8% | +8.4% |
| YTD | +20.3% | +33.4% | -13.0% | +8.4% |
| 1Y | +28.1% | +47.2% | -19.0% | +11.2% |
| All | +51.6% | +80.8% | -29.2% | +28.2% |
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