+12.9%
SHW vs XPO
+262.4%
-249.6%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -3.1% | +1.4% | -1.0% |
| 7D | -3.2% | -0.9% | -2.3% | -3.0% |
| 30D | -11.4% | -8.1% | -3.3% | -9.8% |
| 3M | +3.5% | -19.0% | +22.5% | +8.1% |
| 6M | -3.4% | -5.2% | +1.8% | -2.7% |
| YTD | -0.3% | +35.6% | -35.9% | -8.0% |
| 1Y | -10.4% | +41.1% | -51.5% | -18.5% |
| 3Y | +21.3% | +157.9% | -136.6% | -8.6% |
| 5Y | +12.9% | +265.6% | -252.8% | -27.4% |
| All | +12.9% | +262.4% | -249.6% | -27.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling