-0.1%
SW vs EXPD
+63.6%
-63.8%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | -8.5% |
| 6M | +21.5% | +42.2% | -20.8% | +9.3% |
| YTD | +20.3% | +33.4% | -13.0% | +9.4% |
| 1Y | +28.1% | +47.2% | -19.0% | +12.9% |
| 3Y | +51.6% | +81.3% | -29.7% | +23.8% |
| 5Y | -0.1% | +60.2% | -60.3% | -25.5% |
| All | -0.1% | +63.6% | -63.8% | -25.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling