+914.8%
BWA vs XPO
+9,736.1%
-8,821.3%
-72.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -1.0% | +1.7% | +0.8% |
| 7D | -0.1% | -1.3% | +1.3% | +0.2% |
| 30D | -5.5% | -10.4% | +4.9% | -3.8% |
| 3M | -7.6% | -15.7% | +8.1% | -5.1% |
| 6M | +25.0% | -6.3% | +31.3% | +26.1% |
| YTD | +47.0% | +34.2% | +12.8% | +39.3% |
| 1Y | +54.0% | +39.9% | +14.0% | +44.5% |
| 3Y | +70.7% | +155.2% | -84.6% | +42.0% |
| 5Y | +86.7% | +264.7% | -178.0% | +43.4% |
| 10Y | +154.0% | +1,500.1% | -1,346.1% | +59.8% |
| All | +914.8% | +9,736.1% | -8,821.3% | +461.1% |
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