-68.8%
BBWI vs XPO
+262.4%
-331.3%
-79.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.3% | -3.1% | -3.2% | -5.1% |
| 7D | -4.4% | -0.9% | -3.5% | -4.0% |
| 30D | -7.4% | -8.1% | +0.7% | -4.6% |
| 3M | -2.2% | -19.0% | +16.8% | +5.2% |
| 6M | -16.3% | -5.2% | -11.1% | -15.7% |
| YTD | -9.1% | +35.6% | -44.7% | -20.5% |
| 1Y | -34.5% | +41.1% | -75.6% | -44.2% |
| 3Y | -47.0% | +157.9% | -204.9% | -66.0% |
| 5Y | -68.8% | +265.6% | -334.5% | -84.2% |
| All | -68.8% | +262.4% | -331.3% | -84.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling