+39.8%
EXPE vs BWA
+34.0%
+5.8%
-60.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +5.4% | -5.4% | -2.2% |
| 7D | -13.3% | -0.6% | -12.7% | -13.1% |
| 30D | -5.5% | -16.1% | +10.6% | +1.3% |
| 3M | -16.5% | -24.6% | +8.2% | -7.0% |
| 6M | +13.1% | -15.7% | +28.8% | +17.1% |
| YTD | -8.0% | +15.1% | -23.1% | -22.6% |
| 1Y | +1.1% | +15.9% | -14.8% | -15.2% |
| 3Y | +131.2% | +67.1% | +64.1% | +47.5% |
| 5Y | +39.8% | +34.7% | +5.0% | -4.0% |
| All | +39.8% | +34.0% | +5.8% | -4.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling