-56.2%
BBWI vs XPO
+1,516.3%
-1,572.5%
-85.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.4% | -0.1% | +6.5% | +6.5% |
| 7D | -4.8% | -5.7% | +0.8% | -2.7% |
| 30D | +3.5% | -12.8% | +16.3% | +8.7% |
| 3M | -0.3% | -20.0% | +19.7% | +7.6% |
| 6M | -5.4% | -6.0% | +0.7% | -4.3% |
| YTD | -4.7% | +34.0% | -38.8% | -16.0% |
| 1Y | -30.5% | +35.6% | -66.0% | -39.6% |
| 3Y | -44.3% | +152.3% | -196.6% | -63.4% |
| 5Y | -66.9% | +264.4% | -331.2% | -82.2% |
| All | -56.2% | +1,516.3% | -1,572.5% | -84.7% |
Cumulative growth
Daily Returns
Daily percentage return beside XPO.
Daily Out/Under-Performance
Portfolio return minus XPO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XPO 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 XPO 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