+326.6%
EXPD vs BWA
+94.2%
+232.4%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.2% | -0.2% | -0.4% |
| 7D | +5.5% | +4.3% | +1.3% | +4.3% |
| 30D | -0.8% | -13.0% | +12.2% | +3.1% |
| 3M | +4.1% | -24.8% | +29.0% | +12.5% |
| 6M | +25.7% | -23.5% | +49.2% | +34.0% |
| YTD | +31.4% | +13.8% | +17.6% | +21.6% |
| 1Y | +42.2% | +13.4% | +28.7% | +31.5% |
| 3Y | +77.2% | +62.8% | +14.4% | +43.5% |
| 5Y | +61.0% | +28.5% | +32.5% | +36.4% |
| All | +326.6% | +94.2% | +232.4% | +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