+182.7%
SW vs XPO
+1,334.3%
-1,151.7%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.3% | -1.2% | -1.0% |
| 7D | +2.3% | -6.7% | +9.0% | +3.6% |
| 30D | +6.8% | -1.9% | +8.7% | +7.1% |
| 3M | -5.2% | -9.9% | +4.7% | -3.5% |
| 6M | +7.4% | -16.4% | +23.8% | +10.8% |
| YTD | +17.4% | +30.2% | -12.8% | +11.6% |
| 1Y | +27.1% | +29.9% | -2.8% | +20.8% |
| 3Y | +47.9% | +122.6% | -74.8% | +27.6% |
| 5Y | -2.6% | +278.9% | -281.5% | -24.6% |
| All | +182.7% | +1,334.3% | -1,151.7% | +98.7% |
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