+149.3%
BWA vs XPO
+1,516.3%
-1,367.0%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.1% | +1.5% | +1.5% |
| 7D | -1.3% | -5.7% | +4.3% | +0.5% |
| 30D | -2.9% | -12.8% | +9.9% | +1.3% |
| 3M | -10.7% | -20.0% | +9.3% | -4.5% |
| 6M | +26.5% | -6.0% | +32.5% | +28.2% |
| YTD | +49.1% | +34.0% | +15.1% | +34.0% |
| 1Y | +52.1% | +35.6% | +16.5% | +35.0% |
| 3Y | +72.6% | +152.3% | -79.7% | +17.1% |
| 5Y | +89.4% | +264.4% | -175.0% | +6.5% |
| All | +149.3% | +1,516.3% | -1,367.0% | -16.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling