+130.4%
EXPE vs BBWI
-48.2%
+178.6%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -2.9% | +3.4% | +1.4% |
| 7D | -4.2% | -4.5% | +0.3% | -2.9% |
| 30D | -4.5% | +17.1% | -21.6% | -8.6% |
| 3M | -19.7% | +17.5% | -37.2% | -23.9% |
| 6M | +18.3% | +12.8% | +5.5% | +12.4% |
| YTD | -7.3% | +8.2% | -15.5% | -12.3% |
| 1Y | -3.9% | -1.8% | -2.1% | -7.8% |
| 3Y | +123.0% | -25.8% | +148.8% | +119.9% |
| 5Y | +47.9% | -68.0% | +116.0% | +80.5% |
| All | +130.4% | -48.2% | +178.6% | +60.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling