+1,131.0%
BBWI vs EXPD
+30,870.6%
-29,739.6%
-88.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.2% | -4.5% | -1.7% | -4.7% |
| 7D | -3.1% | -4.8% | +1.7% | -1.5% |
| 30D | +23.1% | -1.5% | +24.7% | +23.8% |
| 3M | +7.3% | +4.1% | +3.2% | +5.7% |
| 6M | +22.6% | +24.0% | -1.4% | +13.6% |
| YTD | +13.3% | +27.4% | -14.1% | +3.2% |
| 1Y | -2.6% | +38.4% | -41.0% | -13.7% |
| 3Y | -25.9% | +73.2% | -99.1% | -39.2% |
| 5Y | -66.7% | +59.9% | -126.6% | -72.0% |
| 10Y | -41.6% | +319.9% | -361.5% | -62.1% |
| All | +1,131.0% | +30,870.6% | -29,739.6% | +431.0% |
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 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