+43.5%
NWSA vs XPO
+151.2%
-107.7%
-27.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.0% | +0.3% | -0.6% |
| 7D | -4.8% | -1.3% | -3.4% | -4.6% |
| 30D | +3.0% | -10.4% | +13.3% | +4.4% |
| 3M | +9.3% | -15.7% | +25.0% | +11.6% |
| 6M | +23.2% | -6.3% | +29.5% | +23.3% |
| YTD | +13.3% | +34.2% | -20.8% | +5.5% |
| 1Y | +2.9% | +39.9% | -37.1% | -5.3% |
| All | +43.5% | +151.2% | -107.7% | +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 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