-67.5%
BBWI vs EXPD
+60.9%
-128.4%
-79.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.4% | +1.9% | +1.7% |
| 7D | +0.1% | +5.5% | -5.4% | -2.9% |
| 30D | +12.9% | -0.8% | +13.7% | +13.3% |
| 3M | +16.0% | +4.1% | +11.9% | +13.0% |
| 6M | +16.6% | +25.7% | -9.1% | +1.1% |
| YTD | +9.7% | +31.4% | -21.7% | -9.3% |
| 1Y | +1.5% | +42.2% | -40.7% | -20.6% |
| 3Y | -21.4% | +77.2% | -98.5% | -48.5% |
| All | -67.5% | +60.9% | -128.4% | -79.2% |
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