-43.4%
BBWI vs XPO
+159.4%
-202.8%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -1.6% | -1.6% | -2.6% |
| 7D | +1.6% | +2.7% | -1.1% | +0.6% |
| 30D | -6.2% | -6.2% | 0.0% | -4.3% |
| 3M | +4.3% | -15.4% | +19.7% | +10.0% |
| 6M | -7.2% | +0.7% | -7.9% | -8.6% |
| YTD | -3.0% | +39.8% | -42.9% | -15.6% |
| 1Y | -30.8% | +43.3% | -74.1% | -40.8% |
| 3Y | -43.4% | +166.0% | -209.4% | -61.8% |
| All | -43.4% | +159.4% | -202.8% | -61.8% |
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