+135.5%
EXPE vs BBWI
-28.0%
+163.6%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | -3.3% | -1.6% | -4.1% |
| 7D | -9.3% | -6.2% | -3.1% | -7.6% |
| 30D | +0.1% | +19.9% | -19.8% | -3.5% |
| 3M | -15.3% | +7.1% | -22.5% | -16.8% |
| 6M | +5.5% | +13.7% | -8.2% | +1.7% |
| YTD | -8.0% | +9.6% | -17.6% | -11.5% |
| 1Y | +18.9% | -1.6% | +20.5% | +16.3% |
| 3Y | +135.5% | -25.9% | +161.4% | +134.4% |
| All | +135.5% | -28.0% | +163.6% | +134.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling