-5.4%
QXO vs BBWI
-18.6%
+13.2%
-95.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -6.3% | +2.2% | -3.0% |
| 7D | -3.9% | -4.4% | +0.6% | -3.1% |
| 30D | -17.4% | -7.4% | -10.0% | -16.5% |
| 3M | -22.5% | -2.2% | -20.3% | -22.3% |
| 6M | -41.4% | -16.3% | -25.1% | -40.1% |
| YTD | -34.1% | -9.1% | -25.0% | -33.6% |
| 1Y | -40.8% | -34.5% | -6.3% | -37.7% |
| 3Y | -43.9% | -47.0% | +3.0% | -41.5% |
| 5Y | -69.6% | -68.8% | -0.7% | -67.5% |
| 10Y | +41.0% | -57.4% | +98.3% | +25.4% |
| All | -5.4% | -18.6% | +13.2% | -10.0% |
Cumulative growth
Daily Returns
Daily percentage return beside BBWI.
Daily Out/Under-Performance
Portfolio return minus BBWI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BBWI 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 BBWI 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