-0.1%
SW vs XPO
+282.7%
-282.8%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | -1.6% | +5.7% | +4.5% |
| 7D | +12.1% | +3.5% | +8.5% | +11.0% |
| 30D | +6.6% | +2.8% | +3.7% | +5.7% |
| 3M | -6.0% | -7.5% | +1.5% | -4.1% |
| 6M | +21.5% | -5.9% | +27.4% | +23.1% |
| YTD | +20.3% | +38.4% | -18.0% | +9.6% |
| 1Y | +28.1% | +33.7% | -5.5% | +17.7% |
| 3Y | +51.6% | +136.5% | -84.9% | +18.9% |
| All | -0.1% | +282.7% | -282.8% | -36.7% |
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 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