-44.1%
BBWI vs EXPD
+304.0%
-348.1%
-85.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -2.3% | -1.0% | -1.6% |
| 7D | -6.2% | -7.2% | +1.0% | -1.1% |
| 30D | +19.9% | -3.3% | +23.2% | +22.9% |
| 3M | +7.1% | +3.4% | +3.8% | +3.9% |
| 6M | +13.7% | +22.7% | -9.0% | -3.8% |
| YTD | +9.6% | +24.5% | -14.9% | -10.8% |
| 1Y | -1.6% | +38.6% | -40.3% | -26.8% |
| 3Y | -25.9% | +71.5% | -97.4% | -55.1% |
| 5Y | -67.8% | +56.2% | -124.1% | -79.4% |
| All | -44.1% | +304.0% | -348.1% | -82.6% |
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 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