-5.4%
QXO vs WAT
+363.0%
-368.4%
-95.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +0.5% | -4.5% | -4.2% |
| 7D | -3.9% | -1.8% | -2.1% | -3.5% |
| 30D | -17.4% | -1.7% | -15.7% | -17.1% |
| 3M | -22.5% | +9.1% | -31.6% | -23.5% |
| 6M | -41.4% | +32.4% | -73.8% | -44.1% |
| YTD | -34.1% | +6.6% | -40.7% | -35.0% |
| 1Y | -40.8% | +34.7% | -75.5% | -43.5% |
| 3Y | -43.9% | +53.6% | -97.5% | -48.5% |
| 5Y | -69.6% | -4.1% | -65.5% | -70.6% |
| 10Y | +41.0% | +167.9% | -126.9% | +25.6% |
| All | -5.4% | +363.0% | -368.4% | -20.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling