-5.4%
QXO vs WCC
+459.9%
-465.4%
-95.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -1.3% | -2.8% | -3.9% |
| 7D | -3.9% | +6.8% | -10.7% | -4.9% |
| 30D | -17.4% | -3.0% | -14.3% | -17.0% |
| 3M | -22.5% | +0.2% | -22.7% | -22.5% |
| 6M | -41.4% | +33.2% | -74.6% | -43.8% |
| YTD | -34.1% | +45.8% | -79.9% | -37.4% |
| 1Y | -40.8% | +68.4% | -109.2% | -44.7% |
| 3Y | -43.9% | +131.1% | -175.0% | -49.8% |
| 5Y | -69.6% | +225.6% | -295.2% | -74.0% |
| 10Y | +41.0% | +534.2% | -493.2% | +7.6% |
| All | -5.4% | +459.9% | -465.4% | -31.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling