-70.8%
QXO vs GWW
+222.0%
-292.8%
-95.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GWW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.7% | -0.5% | -0.1% |
| 7D | -7.8% | -3.4% | -4.4% | -6.6% |
| 30D | -18.1% | -1.9% | -16.2% | -17.5% |
| 3M | -25.8% | -2.4% | -23.4% | -25.2% |
| 6M | -41.7% | +15.7% | -57.4% | -44.9% |
| YTD | -36.2% | +27.6% | -63.8% | -41.4% |
| 1Y | -42.1% | +27.2% | -69.3% | -46.8% |
| 3Y | -46.2% | +89.7% | -135.8% | -56.2% |
| All | -70.8% | +222.0% | -292.8% | -83.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling