+713.2%
EXPE vs BBWI
+209.9%
+503.3%
-82.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.5% | -1.6% | -1.9% |
| 7D | -11.2% | -4.2% | -7.0% | -9.4% |
| 30D | -7.5% | +24.9% | -32.3% | -14.3% |
| 3M | -19.1% | +13.2% | -32.3% | -23.4% |
| 6M | +10.7% | +12.1% | -1.4% | +4.0% |
| YTD | -9.9% | +11.1% | -21.0% | -17.0% |
| 1Y | -4.6% | +0.7% | -5.3% | -10.7% |
| 3Y | +116.8% | -23.8% | +140.5% | +108.8% |
| 5Y | +38.6% | -66.9% | +105.5% | +75.0% |
| 10Y | +115.9% | -45.3% | +161.2% | +74.3% |
| All | +713.2% | +209.9% | +503.3% | +103.5% |
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