+987.7%
BBWI vs EXPD
+30,859.1%
-29,871.4%
-88.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +0.9% | +2.0% | +2.6% |
| 7D | +1.5% | -1.1% | +2.6% | +1.9% |
| 30D | -5.2% | +4.1% | -9.3% | -6.5% |
| 3M | +11.1% | +17.9% | -6.8% | +4.9% |
| 6M | -13.4% | +29.2% | -42.6% | -20.9% |
| YTD | +0.1% | +27.4% | -27.3% | -8.7% |
| 1Y | -36.1% | +56.8% | -93.0% | -45.9% |
| 3Y | -44.1% | +68.0% | -112.1% | -53.6% |
| 5Y | -66.2% | +61.9% | -128.1% | -71.7% |
| 10Y | -54.8% | +316.0% | -370.8% | -70.5% |
| All | +987.7% | +30,859.1% | -29,871.4% | +369.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling