+130.4%
EXPE vs BWA
+94.6%
+35.8%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.5% | +1.0% | +0.7% |
| 7D | -4.2% | +7.3% | -11.5% | -7.5% |
| 30D | -4.5% | -15.8% | +11.3% | +3.2% |
| 3M | -19.7% | -25.7% | +6.0% | -8.7% |
| 6M | +18.3% | -19.6% | +37.9% | +26.8% |
| YTD | -7.3% | +14.1% | -21.4% | -20.6% |
| 1Y | -3.9% | +12.2% | -16.1% | -16.8% |
| 3Y | +123.0% | +63.8% | +59.2% | +50.6% |
| 5Y | +47.9% | +28.7% | +19.2% | +11.8% |
| All | +130.4% | +94.6% | +35.8% | +27.4% |
Cumulative growth
Daily Returns
Daily percentage return beside BWA.
Daily Out/Under-Performance
Portfolio return minus BWA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BWA 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 10y: compounded portfolio wealth divided by compounded BWA 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…
10y analysis · Full analysis span regression · 6 months rolling