-45.3%
BBWI vs EXPD
+329.8%
-375.2%
-85.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.2% | -0.3% | -0.4% |
| 7D | -4.2% | -7.4% | +3.2% | +1.2% |
| 30D | +24.9% | -2.1% | +27.0% | +26.8% |
| 3M | +13.2% | +5.7% | +7.5% | +8.0% |
| 6M | +12.1% | +21.4% | -9.3% | -4.3% |
| YTD | +11.1% | +27.6% | -16.5% | -11.2% |
| 1Y | +0.7% | +36.1% | -35.4% | -23.7% |
| 3Y | -23.8% | +69.9% | -93.6% | -53.4% |
| 5Y | -66.9% | +59.7% | -126.6% | -79.2% |
| 10Y | -45.3% | +323.0% | -368.4% | -84.0% |
| All | -45.3% | +329.8% | -375.2% | -84.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling