+2.2%
QXO vs SW
+182.7%
-180.5%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.9% | +0.3% | -0.5% |
| 7D | +4.7% | +2.3% | +2.4% | +4.4% |
| 30D | +2.2% | +6.8% | -4.6% | +1.2% |
| 3M | -23.8% | -5.2% | -18.7% | -23.1% |
| 6M | -41.4% | +7.4% | -48.9% | -41.8% |
| YTD | -40.1% | +17.4% | -57.5% | -40.8% |
| 1Y | -28.4% | +27.1% | -55.5% | -29.7% |
| 3Y | -49.6% | +47.9% | -97.4% | -50.7% |
| 5Y | -70.0% | -2.6% | -67.4% | -70.4% |
| All | +2.2% | +182.7% | -180.5% | -23.0% |
Cumulative growth
Daily Returns
Daily percentage return beside SW.
Daily Out/Under-Performance
Portfolio return minus SW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SW 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 SW 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