-25.9%
BBWI vs EXPD
+68.8%
-94.7%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -2.3% | -1.0% | -2.2% |
| 7D | -6.2% | -7.2% | +1.0% | -3.0% |
| 30D | +19.9% | -3.3% | +23.2% | +21.8% |
| 3M | +7.1% | +3.4% | +3.8% | +5.2% |
| 6M | +13.7% | +22.7% | -9.0% | +2.1% |
| YTD | +9.6% | +24.5% | -14.9% | -4.2% |
| 1Y | -1.6% | +38.6% | -40.3% | -19.9% |
| 3Y | -25.9% | +71.5% | -97.4% | -54.5% |
| All | -25.9% | +68.8% | -94.7% | -54.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling