-10.4%
SHW vs XPO
+38.9%
-49.2%
-21.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| 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% | -10.8% |
| 3M | +4.7% | -15.7% | +20.4% | +8.1% |
| 6M | -3.4% | -6.3% | +2.9% | -2.6% |
| YTD | -1.3% | +34.2% | -35.5% | -7.1% |
| 1Y | -10.4% | +39.9% | -50.3% | -16.2% |
| All | -10.4% | +38.9% | -49.2% | -16.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling