-8.6%
QXO vs BWA
+115.9%
-124.5%
-95.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +0.7% | -4.0% | -3.5% |
| 7D | -8.7% | -0.1% | -8.6% | -8.7% |
| 30D | -21.0% | -5.5% | -15.5% | -19.6% |
| 3M | -18.4% | -7.6% | -10.8% | -16.3% |
| 6M | -43.0% | +25.0% | -68.0% | -46.8% |
| YTD | -36.3% | +47.0% | -83.2% | -43.1% |
| 1Y | -42.8% | +54.0% | -96.8% | -49.5% |
| 3Y | -45.8% | +70.7% | -116.4% | -53.8% |
| 5Y | -70.8% | +86.7% | -157.4% | -76.2% |
| 10Y | +36.3% | +154.0% | -117.7% | -4.1% |
| All | -8.6% | +115.9% | -124.5% | -30.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling