-24.2%
QXO vs W
+177.7%
-201.9%
-95.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | W | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.5% | -1.3% | -0.8% |
| 7D | +2.9% | +6.5% | -3.6% | +2.3% |
| 30D | -18.0% | -6.2% | -11.8% | -17.5% |
| 3M | -14.7% | +48.9% | -63.6% | -17.4% |
| 6M | -39.2% | +31.2% | -70.4% | -40.7% |
| YTD | -31.3% | -0.4% | -30.9% | -31.9% |
| 1Y | -39.7% | +14.8% | -54.5% | -40.8% |
| 3Y | -41.5% | +40.5% | -82.0% | -45.1% |
| 5Y | -67.0% | -62.1% | -4.9% | -68.4% |
| 10Y | +44.7% | +141.5% | -96.8% | +48.6% |
| All | -24.2% | +177.7% | -201.9% | +18.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling