+185.7%
EXPE vs BWA
+75.7%
+110.0%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +2.8% | -4.4% | -2.3% |
| 7D | -9.5% | +5.7% | -15.2% | -10.7% |
| 30D | -6.6% | +1.4% | -8.0% | -7.2% |
| 3M | +31.4% | -12.1% | +43.5% | +35.2% |
| 6M | +35.2% | +28.6% | +6.6% | +22.3% |
| YTD | +5.8% | +51.1% | -45.3% | -12.4% |
| 1Y | +38.7% | +55.9% | -17.2% | +13.0% |
| All | +185.7% | +75.7% | +110.0% | +104.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling