+31,338.8%
EXPD vs BWA
+3,492.4%
+27,846.5%
-58.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +2.8% | -1.9% | -0.1% |
| 7D | -1.1% | +5.7% | -6.8% | -3.1% |
| 30D | +4.1% | +1.4% | +2.7% | +3.3% |
| 3M | +17.9% | -12.1% | +30.0% | +22.4% |
| 6M | +29.2% | +28.6% | +0.7% | +16.1% |
| YTD | +27.4% | +51.1% | -23.7% | +6.0% |
| 1Y | +56.8% | +55.9% | +1.0% | +28.8% |
| 3Y | +68.0% | +70.1% | -2.1% | +30.1% |
| 5Y | +61.9% | +90.7% | -28.8% | +16.7% |
| 10Y | +316.0% | +154.0% | +162.0% | +146.6% |
| All | +31,338.8% | +3,492.4% | +27,846.5% | +7,609.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling