+34.5%
QXO vs NWSA
+149.4%
-114.9%
-95.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.2% | 0.0% | +0.1% |
| 7D | -7.8% | -2.8% | -5.0% | -7.2% |
| 30D | -18.1% | +3.0% | -21.1% | -18.6% |
| 3M | -25.8% | +12.3% | -38.1% | -27.7% |
| 6M | -41.7% | +21.9% | -63.6% | -44.3% |
| YTD | -36.2% | +13.6% | -49.7% | -38.3% |
| 1Y | -42.1% | +0.5% | -42.6% | -42.5% |
| 3Y | -46.2% | +43.8% | -89.9% | -50.0% |
| 5Y | -70.7% | +41.2% | -111.9% | -73.2% |
| All | +34.5% | +149.4% | -114.9% | -1.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling