+72.6%
BWA vs XPO
+151.0%
-78.4%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.1% | +1.5% | +1.5% |
| 7D | -1.3% | -5.7% | +4.3% | 0.0% |
| 30D | -2.9% | -12.8% | +9.9% | +0.2% |
| 3M | -10.7% | -20.0% | +9.3% | -6.1% |
| 6M | +26.5% | -6.0% | +32.5% | +28.0% |
| YTD | +49.1% | +34.0% | +15.1% | +38.7% |
| 1Y | +52.1% | +35.6% | +16.5% | +40.3% |
| 3Y | +72.6% | +152.3% | -79.7% | +38.3% |
| All | +72.6% | +151.0% | -78.4% | +38.3% |
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