-4.6%
EXPE vs BWA
+13.5%
-18.1%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -1.9% | -0.2% | -2.1% |
| 7D | -11.2% | -2.4% | -8.8% | -11.2% |
| 30D | -7.5% | -17.7% | +10.2% | -7.7% |
| 3M | -19.1% | -27.0% | +7.9% | -19.5% |
| 6M | +10.7% | -17.3% | +28.1% | +9.0% |
| YTD | -9.9% | +12.9% | -22.8% | -23.7% |
| 1Y | -4.6% | +12.9% | -17.5% | -19.6% |
| All | -4.6% | +13.5% | -18.1% | -19.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling