+9.6%
QXO vs WM
+330.8%
-321.2%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.1% | -1.5% | -1.6% |
| 7D | +9.0% | +3.2% | +5.8% | +8.5% |
| 30D | +22.0% | +13.0% | +9.0% | +19.8% |
| 3M | -15.4% | +9.2% | -24.6% | -16.5% |
| 6M | -26.0% | +13.6% | -39.6% | -27.6% |
| YTD | -34.7% | +12.4% | -47.1% | -36.0% |
| 1Y | -28.0% | +21.2% | -49.2% | -30.3% |
| 3Y | -47.0% | +48.7% | -95.7% | -50.7% |
| 5Y | -64.2% | +61.9% | -126.1% | -67.3% |
| All | +9.6% | +330.8% | -321.2% | -12.3% |
Cumulative growth
Daily Returns
Daily percentage return beside WM.
Daily Out/Under-Performance
Portfolio return minus WM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WM 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 WM 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