-2.8%
EXPE vs BBWI
+0.1%
-2.9%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +1.5% | -2.7% | -1.5% |
| 7D | -0.5% | +0.1% | -0.6% | -0.5% |
| 30D | -6.1% | +12.9% | -19.0% | -7.3% |
| 3M | -21.3% | +16.0% | -37.3% | -22.8% |
| 6M | +19.0% | +16.6% | +2.4% | +16.5% |
| YTD | -8.4% | +9.7% | -18.2% | -9.6% |
| 1Y | -2.8% | +1.5% | -4.3% | -3.7% |
| All | -2.8% | +0.1% | -2.9% | -3.7% |
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