-2.6%
EXPE vs BBWI
-1.7%
-0.9%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.9% | -1.9% | -0.4% |
| 7D | -13.3% | -6.2% | -7.2% | -12.0% |
| 30D | -5.5% | +25.5% | -31.0% | -8.3% |
| 3M | -16.5% | +8.0% | -24.4% | -17.2% |
| 6M | +13.1% | +12.7% | +0.4% | +11.1% |
| YTD | -8.0% | +11.6% | -19.6% | -9.7% |
| All | -2.6% | -1.7% | -0.9% | -3.8% |
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