+95.8%
NWSA vs XPO
+3,122.5%
-3,026.6%
-51.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +2.2% | +0.4% | +2.2% |
| 7D | +2.2% | +9.0% | -6.8% | +0.2% |
| 30D | -8.8% | +4.2% | -12.9% | -9.6% |
| 3M | -6.5% | -8.7% | +2.2% | -4.7% |
| 6M | +1.5% | -2.8% | +4.3% | +1.3% |
| YTD | +4.0% | +41.9% | -37.8% | -6.5% |
| 1Y | +3.4% | +42.3% | -38.9% | -7.2% |
| 3Y | +34.8% | +127.3% | -92.4% | +3.1% |
| 5Y | +18.4% | +306.4% | -288.0% | -25.4% |
| 10Y | +149.2% | +1,290.9% | -1,141.8% | +14.1% |
| All | +95.8% | +3,122.5% | -3,026.6% | -20.8% |
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