+34.5%
QXO vs WEC
+146.6%
-112.1%
-95.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | 0.0% | +0.2% | +0.2% |
| 7D | -7.8% | -0.6% | -7.2% | -7.7% |
| 30D | -18.1% | -2.6% | -15.5% | -17.7% |
| 3M | -25.8% | -6.0% | -19.7% | -25.0% |
| 6M | -41.7% | -5.4% | -36.3% | -41.2% |
| YTD | -36.2% | +2.5% | -38.7% | -36.4% |
| 1Y | -42.1% | -0.7% | -41.4% | -42.0% |
| 3Y | -46.2% | +38.7% | -84.9% | -50.4% |
| 5Y | -70.7% | +31.7% | -102.4% | -73.2% |
| All | +34.5% | +146.6% | -112.1% | +9.2% |
Cumulative growth
Daily Returns
Daily percentage return beside WEC.
Daily Out/Under-Performance
Portfolio return minus WEC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WEC 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 WEC 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