+49.3%
SW vs XPO
+121.4%
-72.1%
-40.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -6.2% | +4.7% | +0.5% |
| 7D | +4.7% | -3.6% | +8.2% | +5.8% |
| 30D | +5.0% | -3.8% | +8.8% | +6.3% |
| 3M | -7.3% | -11.8% | +4.5% | -3.7% |
| 6M | +15.0% | -15.0% | +30.0% | +20.6% |
| YTD | +18.5% | +29.9% | -11.3% | +8.1% |
| 1Y | +27.1% | +27.6% | -0.4% | +16.4% |
| All | +49.3% | +121.4% | -72.1% | +17.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling