-70.8%
QXO vs WCC
+224.0%
-294.8%
-95.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +3.7% | -3.6% | -1.0% |
| 7D | -7.8% | +1.5% | -9.3% | -8.2% |
| 30D | -18.1% | -2.1% | -16.0% | -17.7% |
| 3M | -25.8% | +3.8% | -29.6% | -26.8% |
| 6M | -41.7% | +35.0% | -76.7% | -46.4% |
| YTD | -36.2% | +46.4% | -82.5% | -42.0% |
| 1Y | -42.1% | +63.0% | -105.1% | -48.7% |
| 3Y | -46.2% | +133.9% | -180.1% | -56.3% |
| All | -70.8% | +224.0% | -294.8% | -79.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling