+328.6%
EXPD vs BWA
+94.6%
+233.9%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.5% | +1.1% | +0.7% |
| 7D | +3.6% | +7.3% | -3.7% | +1.5% |
| 30D | +0.3% | -15.8% | +16.1% | +5.2% |
| 3M | +6.1% | -25.7% | +31.8% | +14.9% |
| 6M | +27.4% | -19.6% | +47.0% | +33.7% |
| YTD | +32.0% | +14.1% | +17.9% | +22.0% |
| 1Y | +40.5% | +12.2% | +28.4% | +30.5% |
| 3Y | +75.7% | +63.8% | +11.9% | +42.0% |
| 5Y | +61.7% | +28.7% | +33.0% | +36.9% |
| All | +328.6% | +94.6% | +233.9% | +209.6% |
Cumulative growth
Daily Returns
Daily percentage return beside BWA.
Daily Out/Under-Performance
Portfolio return minus BWA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BWA 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 10y: compounded portfolio wealth divided by compounded BWA 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…
10y analysis · Full analysis span regression · 6 months rolling