+378.7%
BBWI vs XPO
+10,300.9%
-9,922.2%
-88.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +2.2% | -0.8% | +1.1% |
| 7D | +0.1% | +9.0% | -8.8% | -1.2% |
| 30D | +12.9% | +4.2% | +8.7% | +12.2% |
| 3M | +16.0% | -8.7% | +24.6% | +17.6% |
| 6M | +16.6% | -2.8% | +19.4% | +16.8% |
| YTD | +9.7% | +41.9% | -32.1% | +3.5% |
| 1Y | +1.5% | +42.3% | -40.8% | -4.4% |
| 3Y | -21.4% | +127.3% | -148.6% | -31.7% |
| 5Y | -67.6% | +306.4% | -373.9% | -74.4% |
| 10Y | -46.8% | +1,290.9% | -1,337.8% | -62.8% |
| All | +378.7% | +10,300.9% | -9,922.2% | +202.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling