+323.0%
EXPD vs BWA
+95.2%
+227.8%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.9% | +1.7% | +0.3% |
| 7D | -7.4% | -2.4% | -5.0% | -6.8% |
| 30D | -2.1% | -17.7% | +15.6% | +3.3% |
| 3M | +5.7% | -27.0% | +32.7% | +15.1% |
| 6M | +21.4% | -17.3% | +38.7% | +26.3% |
| YTD | +27.6% | +12.9% | +14.8% | +18.4% |
| 1Y | +36.1% | +12.9% | +23.2% | +26.1% |
| 3Y | +69.9% | +62.1% | +7.8% | +37.8% |
| 5Y | +59.7% | +30.7% | +29.0% | +34.5% |
| 10Y | +323.0% | +89.2% | +233.9% | +208.4% |
| All | +323.0% | +95.2% | +227.8% | +208.4% |
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