-25.0%
QXO vs NWSA
+18.2%
-43.2%
-62.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.1% | +3.7% | +4.4% | +7.3% |
| 7D | +16.6% | +4.3% | +12.3% | +15.6% |
| 30D | +6.6% | +5.6% | +1.0% | +5.7% |
| 3M | -17.5% | +7.3% | -24.7% | -18.3% |
| 6M | -33.8% | +18.8% | -52.6% | -35.7% |
| YTD | -34.4% | +17.9% | -52.3% | -34.8% |
| 1Y | -25.0% | +19.3% | -44.3% | -26.4% |
| All | -25.0% | +18.2% | -43.2% | -26.4% |
Cumulative growth
Daily Returns
Daily percentage return beside NWSA.
Daily Out/Under-Performance
Portfolio return minus NWSA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NWSA 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 1y: compounded portfolio wealth divided by compounded NWSA 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…
1y analysis · Full analysis span regression · 6 months rolling