+159.9%
EXPE vs BWA
+146.4%
+13.4%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.9% | -1.9% | -6.0% | -7.0% |
| 7D | -9.8% | +4.3% | -14.0% | -11.5% |
| 30D | -11.5% | -2.9% | -8.6% | -10.7% |
| 3M | +21.7% | -12.4% | +34.1% | +27.9% |
| 6M | +10.4% | +28.6% | -18.2% | -6.2% |
| YTD | -2.5% | +48.2% | -50.8% | -25.5% |
| 1Y | +27.3% | +50.9% | -23.6% | -3.7% |
| 3Y | +153.5% | +72.2% | +81.4% | +71.3% |
| 5Y | +91.1% | +91.1% | 0.0% | +19.9% |
| All | +159.9% | +146.4% | +13.4% | +29.1% |
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