+273.5%
SHW vs XPO
+1,517.7%
-1,244.2%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.0% | 0.0% | -0.8% |
| 7D | -4.5% | -1.3% | -3.1% | -4.2% |
| 30D | -12.7% | -10.4% | -2.3% | -10.7% |
| 3M | +4.7% | -15.7% | +20.4% | +8.3% |
| 6M | -3.4% | -6.3% | +2.9% | -2.6% |
| YTD | -1.3% | +34.2% | -35.5% | -8.5% |
| 1Y | -10.4% | +39.9% | -50.3% | -18.1% |
| 3Y | +20.1% | +155.2% | -135.1% | -7.8% |
| 5Y | +10.5% | +264.7% | -254.2% | -25.3% |
| All | +273.5% | +1,517.7% | -1,244.2% | +73.7% |
Cumulative growth
Daily Returns
Daily percentage return beside XPO.
Daily Out/Under-Performance
Portfolio return minus XPO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XPO 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 XPO 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