-47.7%
BBWI vs EXPD
+335.0%
-382.7%
-85.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.4% | +1.9% | +1.8% |
| 7D | +0.1% | +5.5% | -5.4% | -3.8% |
| 30D | +12.9% | -0.8% | +13.7% | +13.4% |
| 3M | +16.0% | +4.1% | +11.9% | +12.1% |
| 6M | +16.6% | +25.7% | -9.1% | -3.0% |
| YTD | +9.7% | +31.4% | -21.7% | -14.2% |
| 1Y | +1.5% | +42.2% | -40.7% | -25.7% |
| 3Y | -21.4% | +77.2% | -98.5% | -53.5% |
| 5Y | -67.6% | +61.0% | -128.6% | -79.7% |
| All | -47.7% | +335.0% | -382.7% | -84.7% |
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