-48.5%
BBWI vs EXPD
+336.9%
-385.4%
-85.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | +0.6% | -3.5% | -3.3% |
| 7D | -4.5% | +3.6% | -8.1% | -7.0% |
| 30D | +17.1% | +0.3% | +16.8% | +16.8% |
| 3M | +17.5% | +6.1% | +11.4% | +12.0% |
| 6M | +12.8% | +27.4% | -14.5% | -7.1% |
| YTD | +8.2% | +32.0% | -23.8% | -15.7% |
| 1Y | -1.8% | +40.5% | -42.4% | -27.4% |
| 3Y | -25.8% | +75.7% | -101.5% | -55.7% |
| 5Y | -68.0% | +61.7% | -129.8% | -80.0% |
| All | -48.5% | +336.9% | -385.4% | -85.0% |
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