+115.8%
NWSA vs XPO
+3,076.5%
-2,960.7%
-51.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -1.6% | -0.3% | -1.5% |
| 7D | -2.6% | +2.7% | -5.3% | -3.3% |
| 30D | +4.6% | -6.2% | +10.7% | +5.9% |
| 3M | +10.2% | -15.4% | +25.6% | +13.8% |
| 6M | +21.6% | +0.7% | +20.9% | +20.0% |
| YTD | +14.6% | +39.8% | -25.2% | +3.5% |
| 1Y | +0.4% | +43.3% | -43.0% | -10.4% |
| 3Y | +45.0% | +166.0% | -121.1% | +6.1% |
| 5Y | +41.3% | +274.2% | -232.9% | -9.3% |
| 10Y | +142.8% | +1,429.0% | -1,286.3% | +9.2% |
| All | +115.8% | +3,076.5% | -2,960.7% | -12.4% |
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