+30,641.1%
EXPD vs BWA
+2,496.1%
+28,145.0%
-58.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +2.7% | -4.9% | -3.2% |
| 7D | -7.2% | -5.5% | -1.7% | -5.3% |
| 30D | -3.3% | -21.7% | +18.5% | +5.3% |
| 3M | +3.4% | -25.6% | +29.0% | +14.1% |
| 6M | +22.7% | -17.4% | +40.1% | +29.1% |
| YTD | +24.5% | +9.2% | +15.3% | +15.8% |
| 1Y | +38.6% | +9.7% | +28.9% | +28.6% |
| 3Y | +71.5% | +54.6% | +16.9% | +37.5% |
| 5Y | +56.2% | +26.8% | +29.5% | +30.3% |
| 10Y | +310.5% | +89.0% | +221.5% | +169.5% |
| All | +30,641.1% | +2,496.1% | +28,145.0% | +8,324.6% |
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 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