+50.0%
EXPE vs BBWI
+2.4%
+47.6%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.5% | +4.1% | +6.4% | +9.8% |
| 7D | +14.6% | +8.8% | +5.9% | +13.1% |
| 30D | +21.4% | +34.8% | -13.4% | +15.9% |
| 3M | +1.4% | +12.9% | -11.6% | -0.7% |
| 6M | +28.6% | +29.6% | -1.0% | +23.1% |
| YTD | +12.1% | +20.8% | -8.6% | +8.4% |
| 1Y | +50.0% | +4.1% | +45.9% | +47.1% |
| All | +50.0% | +2.4% | +47.6% | +47.1% |
Cumulative growth
Daily Returns
Daily percentage return beside BBWI.
Daily Out/Under-Performance
Portfolio return minus BBWI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BBWI 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 1y: compounded portfolio wealth divided by compounded BBWI 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…
1y analysis · Full analysis span regression · 6 months rolling