+4,455.0%
SHW vs XPO
+10,300.9%
-5,845.9%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +2.2% | -2.4% | -0.4% |
| 7D | +1.9% | +9.0% | -7.0% | +1.0% |
| 30D | +8.1% | +4.2% | +3.9% | +7.6% |
| 3M | -2.8% | -8.7% | +5.9% | -1.9% |
| 6M | +15.0% | -2.8% | +17.8% | +15.1% |
| YTD | +9.0% | +41.9% | -32.9% | +4.6% |
| 1Y | +4.5% | +42.3% | -37.8% | +0.1% |
| 3Y | +41.9% | +127.3% | -85.4% | +27.7% |
| 5Y | +10.7% | +306.4% | -295.7% | -7.5% |
| 10Y | +340.4% | +1,290.9% | -950.6% | +229.4% |
| All | +4,455.0% | +10,300.9% | -5,845.9% | +2,911.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling