-46.2%
QXO vs W
+34.3%
-80.6%
-95.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | W | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -2.7% | -0.6% | -2.8% |
| 7D | -8.7% | +0.5% | -9.2% | -8.8% |
| 30D | -21.0% | -5.6% | -15.4% | -20.0% |
| 3M | -18.4% | +41.9% | -60.3% | -23.8% |
| 6M | -43.0% | +30.2% | -73.3% | -46.2% |
| YTD | -36.3% | -2.9% | -33.3% | -37.8% |
| 1Y | -42.8% | +11.6% | -54.4% | -45.4% |
| All | -46.2% | +34.3% | -80.6% | -48.5% |
Cumulative growth
Daily Returns
Daily percentage return beside W.
Daily Out/Under-Performance
Portfolio return minus W return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × W 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 3y: compounded portfolio wealth divided by compounded W 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…
3y analysis · Full analysis span regression · 6 months rolling