+69.2%
EXPD vs BWA
+71.5%
-2.2%
-21.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +2.8% | -1.9% | +0.3% |
| 7D | -1.1% | +5.7% | -6.8% | -2.3% |
| 30D | +4.1% | +1.4% | +2.7% | +3.6% |
| 3M | +17.9% | -12.1% | +30.0% | +20.9% |
| 6M | +29.2% | +28.6% | +0.7% | +20.6% |
| YTD | +27.4% | +51.1% | -23.7% | +10.7% |
| 1Y | +56.8% | +55.9% | +1.0% | +34.6% |
| All | +69.2% | +71.5% | -2.2% | +32.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling