-20.1%
BBWI vs XPO
+128.6%
-148.8%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.4% | -0.1% | +0.2% |
| 7D | -7.7% | +0.5% | -8.2% | -7.9% |
| 30D | +24.8% | +4.7% | +20.1% | +22.8% |
| 3M | +16.2% | -7.1% | +23.3% | +19.0% |
| 6M | +15.8% | -6.3% | +22.1% | +17.2% |
| YTD | +11.4% | +39.1% | -27.6% | -2.9% |
| 1Y | +3.2% | +36.7% | -33.5% | -9.7% |
| All | -20.1% | +128.6% | -148.8% | -38.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling