-23.8%
BBWI vs EXPD
+71.7%
-95.5%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.2% | -0.3% | -0.4% |
| 7D | -4.2% | -7.4% | +3.2% | -0.8% |
| 30D | +24.9% | -2.1% | +27.0% | +26.1% |
| 3M | +13.2% | +5.7% | +7.5% | +10.0% |
| 6M | +12.1% | +21.4% | -9.3% | +1.3% |
| YTD | +11.1% | +27.6% | -16.5% | -4.1% |
| 1Y | +0.7% | +36.1% | -35.4% | -16.7% |
| 3Y | -23.8% | +69.9% | -93.6% | -53.0% |
| All | -23.8% | +71.7% | -95.5% | -53.0% |
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 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