+336.6%
BBWI vs XPO
+10,316.6%
-9,979.9%
-88.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +4.5% | -1.6% | +2.1% |
| 7D | +1.5% | +2.4% | -0.9% | +1.1% |
| 30D | -5.2% | -3.5% | -1.7% | -4.7% |
| 3M | +11.1% | -11.9% | +23.0% | +13.1% |
| 6M | -13.4% | -10.0% | -3.4% | -12.3% |
| YTD | +0.1% | +42.1% | -42.0% | -5.7% |
| 1Y | -36.1% | +47.6% | -83.7% | -40.4% |
| 3Y | -44.1% | +153.6% | -197.7% | -52.2% |
| 5Y | -66.2% | +266.5% | -332.8% | -73.1% |
| 10Y | -54.8% | +1,460.4% | -1,515.2% | -68.6% |
| All | +336.6% | +10,316.6% | -9,979.9% | +175.9% |
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