-70.3%
QXO vs SW
-2.3%
-68.0%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.9% | -0.8% | -1.4% |
| 7D | +9.0% | -2.9% | +11.9% | +9.9% |
| 30D | +22.0% | +5.0% | +16.9% | +20.6% |
| 3M | -15.4% | -13.7% | -1.7% | -11.9% |
| 6M | -26.0% | +8.0% | -34.0% | -26.7% |
| YTD | -34.7% | +14.0% | -48.6% | -35.5% |
| 1Y | -28.0% | +25.6% | -53.6% | -29.8% |
| 3Y | -47.0% | +40.1% | -87.2% | -48.5% |
| All | -70.3% | -2.3% | -68.0% | -70.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling