+34.5%
QXO vs WCC
+541.6%
-507.2%
-95.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +3.7% | -3.6% | -0.7% |
| 7D | -7.8% | +1.5% | -9.3% | -8.1% |
| 30D | -18.1% | -2.1% | -16.0% | -17.7% |
| 3M | -25.8% | +3.8% | -29.6% | -26.5% |
| 6M | -41.7% | +35.0% | -76.7% | -45.4% |
| YTD | -36.2% | +46.4% | -82.5% | -40.9% |
| 1Y | -42.1% | +63.0% | -105.1% | -47.6% |
| 3Y | -46.2% | +133.9% | -180.1% | -55.1% |
| 5Y | -70.7% | +226.5% | -297.3% | -77.8% |
| All | +34.5% | +541.6% | -507.2% | -9.8% |
Cumulative growth
Daily Returns
Daily percentage return beside WCC.
Daily Out/Under-Performance
Portfolio return minus WCC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WCC 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 WCC 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