+34.5%
QXO vs GWW
+570.2%
-535.7%
-95.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GWW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.7% | -0.5% | 0.0% |
| 7D | -7.8% | -3.4% | -4.4% | -7.2% |
| 30D | -18.1% | -1.9% | -16.2% | -17.8% |
| 3M | -25.8% | -2.4% | -23.4% | -25.5% |
| 6M | -41.7% | +15.7% | -57.4% | -43.3% |
| YTD | -36.2% | +27.6% | -63.8% | -38.8% |
| 1Y | -42.1% | +27.2% | -69.3% | -44.4% |
| 3Y | -46.2% | +89.7% | -135.8% | -51.1% |
| 5Y | -70.7% | +223.9% | -294.6% | -75.2% |
| All | +34.5% | +570.2% | -535.7% | +16.9% |
Cumulative growth
Daily Returns
Daily percentage return beside GWW.
Daily Out/Under-Performance
Portfolio return minus GWW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GWW 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 GWW 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