+159.9%
EXPE vs BBWI
-55.4%
+215.3%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.9% | -3.1% | -4.8% | -7.0% |
| 7D | -9.8% | +1.6% | -11.3% | -10.2% |
| 30D | -11.5% | -6.2% | -5.3% | -10.2% |
| 3M | +21.7% | +4.3% | +17.4% | +19.3% |
| 6M | +10.4% | -7.2% | +17.5% | +10.3% |
| YTD | -2.5% | -3.0% | +0.5% | -4.5% |
| 1Y | +27.3% | -30.8% | +58.1% | +35.8% |
| 3Y | +153.5% | -43.4% | +196.9% | +172.5% |
| 5Y | +91.1% | -66.7% | +157.8% | +130.5% |
| All | +159.9% | -55.4% | +215.3% | +96.1% |
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 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