-46.2%
QXO vs BWA
+70.7%
-116.8%
-95.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.5% | -1.3% | -0.7% |
| 7D | -7.8% | -1.3% | -6.5% | -7.0% |
| 30D | -18.1% | -2.9% | -15.2% | -16.7% |
| 3M | -25.8% | -10.7% | -15.0% | -20.7% |
| 6M | -41.7% | +26.5% | -68.2% | -50.2% |
| YTD | -36.2% | +49.1% | -85.3% | -50.9% |
| 1Y | -42.1% | +52.1% | -94.1% | -56.0% |
| 3Y | -46.2% | +72.6% | -118.7% | -63.8% |
| All | -46.2% | +70.7% | -116.8% | -63.8% |
Cumulative growth
Daily Returns
Daily percentage return beside BWA.
Daily Out/Under-Performance
Portfolio return minus BWA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BWA 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 BWA 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