+730.4%
EXPE vs BBWI
+211.4%
+519.0%
-82.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.9% | -1.9% | -0.7% |
| 7D | -13.3% | -6.2% | -7.2% | -10.9% |
| 30D | -5.5% | +25.5% | -31.0% | -12.7% |
| 3M | -16.5% | +8.0% | -24.4% | -19.6% |
| 6M | +13.1% | +12.7% | +0.4% | +6.1% |
| YTD | -8.0% | +11.6% | -19.6% | -15.4% |
| 1Y | +1.1% | -0.9% | +2.0% | -4.8% |
| 3Y | +131.2% | -22.7% | +153.8% | +121.5% |
| 5Y | +39.8% | -67.2% | +106.9% | +77.1% |
| 10Y | +118.5% | -43.7% | +162.2% | +73.9% |
| All | +730.4% | +211.4% | +519.0% | +107.4% |
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 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