-8.4%
QXO vs GWW
+662.1%
-670.5%
-95.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GWW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.7% | -0.5% | +0.1% |
| 7D | -7.8% | -3.4% | -4.4% | -7.3% |
| 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% | -43.1% |
| YTD | -36.2% | +27.6% | -63.8% | -38.5% |
| 1Y | -42.1% | +27.2% | -69.3% | -44.1% |
| 3Y | -46.2% | +89.7% | -135.8% | -50.5% |
| 5Y | -70.7% | +223.9% | -294.6% | -74.8% |
| 10Y | +36.5% | +567.1% | -530.6% | +15.1% |
| All | -8.4% | +662.1% | -670.5% | -38.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling