+34.5%
QXO vs WAT
+170.9%
-136.5%
-95.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.7% | -1.5% | -0.2% |
| 7D | -7.8% | -0.3% | -7.5% | -7.7% |
| 30D | -18.1% | -1.9% | -16.2% | -17.7% |
| 3M | -25.8% | +13.5% | -39.3% | -27.6% |
| 6M | -41.7% | +37.2% | -79.0% | -45.5% |
| YTD | -36.2% | +7.5% | -43.7% | -37.4% |
| 1Y | -42.1% | +35.0% | -77.1% | -45.5% |
| 3Y | -46.2% | +55.1% | -101.2% | -52.2% |
| 5Y | -70.7% | -2.8% | -67.9% | -71.9% |
| All | +34.5% | +170.9% | -136.5% | +3.5% |
Cumulative growth
Daily Returns
Daily percentage return beside WAT.
Daily Out/Under-Performance
Portfolio return minus WAT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WAT 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 10y: compounded portfolio wealth divided by compounded WAT 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…
10y analysis · Full analysis span regression · 6 months rolling