-65.9%
BBWI vs EXPD
+61.6%
-127.5%
-79.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +0.9% | +2.0% | +2.3% |
| 7D | +1.5% | -1.1% | +2.6% | +2.2% |
| 30D | -5.2% | +4.1% | -9.3% | -7.5% |
| 3M | +11.1% | +17.9% | -6.8% | +0.4% |
| 6M | -13.4% | +29.2% | -42.6% | -26.4% |
| YTD | +0.1% | +27.4% | -27.3% | -15.6% |
| 1Y | -36.1% | +56.8% | -93.0% | -53.7% |
| 3Y | -44.1% | +68.0% | -112.1% | -61.9% |
| All | -65.9% | +61.6% | -127.5% | -77.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling