-8.6%
QXO vs WAB
+667.0%
-675.6%
-95.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -0.1% | -3.2% | -3.3% |
| 7D | -8.7% | -0.2% | -8.5% | -8.7% |
| 30D | -21.0% | -5.9% | -15.1% | -20.2% |
| 3M | -18.4% | +9.4% | -27.8% | -19.5% |
| 6M | -43.0% | +13.8% | -56.9% | -44.0% |
| YTD | -36.3% | +31.8% | -68.0% | -38.4% |
| 1Y | -42.8% | +48.5% | -91.3% | -45.4% |
| 3Y | -45.8% | +167.0% | -212.7% | -51.5% |
| 5Y | -70.8% | +222.3% | -293.1% | -74.4% |
| 10Y | +36.3% | +289.6% | -253.3% | +15.0% |
| All | -8.6% | +667.0% | -675.6% | -29.6% |
Cumulative growth
Daily Returns
Daily percentage return beside WAB.
Daily Out/Under-Performance
Portfolio return minus WAB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WAB 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 WAB 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