+317.0%
FWONK vs XPO
+1,516.3%
-1,199.3%
-57.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.1% | +0.2% | +0.2% |
| 7D | +0.1% | -5.7% | +5.7% | +1.4% |
| 30D | -7.7% | -12.8% | +5.1% | -5.0% |
| 3M | +5.7% | -20.0% | +25.7% | +10.6% |
| 6M | +13.5% | -6.0% | +19.5% | +13.9% |
| YTD | -3.0% | +34.0% | -37.0% | -11.1% |
| 1Y | -6.4% | +35.6% | -42.0% | -15.0% |
| 3Y | +43.8% | +152.3% | -108.5% | +6.4% |
| 5Y | +98.6% | +264.4% | -165.8% | +26.3% |
| All | +317.0% | +1,516.3% | -1,199.3% | +94.9% |
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 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