+855.0%
EXPE vs BBWI
+179.2%
+675.8%
-82.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +2.8% | -4.5% | -2.7% |
| 7D | -9.5% | +1.5% | -11.0% | -10.1% |
| 30D | -6.6% | -5.2% | -1.4% | -5.4% |
| 3M | +31.4% | +11.1% | +20.3% | +25.0% |
| 6M | +35.2% | -13.4% | +48.6% | +37.9% |
| YTD | +5.8% | +0.1% | +5.7% | +1.6% |
| 1Y | +38.7% | -36.1% | +74.8% | +53.6% |
| 3Y | +175.8% | -44.1% | +219.9% | +200.1% |
| 5Y | +111.8% | -66.2% | +178.1% | +164.5% |
| 10Y | +179.7% | -54.8% | +234.5% | +144.9% |
| All | +855.0% | +179.2% | +675.8% | +149.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling