+185.4%
SW vs XPO
+1,330.5%
-1,145.2%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -6.2% | +4.7% | -0.3% |
| 7D | +4.7% | -3.6% | +8.2% | +5.3% |
| 30D | +5.0% | -3.8% | +8.8% | +5.7% |
| 3M | -7.3% | -11.8% | +4.5% | -5.2% |
| 6M | +15.0% | -15.0% | +30.0% | +18.2% |
| YTD | +18.5% | +29.9% | -11.3% | +12.7% |
| 1Y | +27.1% | +27.6% | -0.4% | +21.3% |
| 3Y | +49.3% | +121.9% | -72.6% | +28.9% |
| 5Y | -1.6% | +277.9% | -279.5% | -23.8% |
| All | +185.4% | +1,330.5% | -1,145.2% | +100.7% |
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