+34.5%
QXO vs WCN
+235.9%
-201.4%
-95.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.2% | 0.0% | +0.1% |
| 7D | -7.8% | -3.1% | -4.7% | -6.9% |
| 30D | -18.1% | -3.4% | -14.7% | -17.2% |
| 3M | -25.8% | +3.0% | -28.7% | -26.6% |
| 6M | -41.7% | -3.8% | -38.0% | -41.3% |
| YTD | -36.2% | -8.3% | -27.9% | -34.8% |
| 1Y | -42.1% | -9.7% | -32.4% | -40.7% |
| 3Y | -46.2% | +17.2% | -63.3% | -49.9% |
| 5Y | -70.7% | +25.3% | -96.0% | -73.7% |
| All | +34.5% | +235.9% | -201.4% | -33.8% |
Cumulative growth
Daily Returns
Daily percentage return beside WCN.
Daily Out/Under-Performance
Portfolio return minus WCN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WCN 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 WCN 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