-47.0%
QXO vs WM
+48.6%
-95.7%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.1% | -1.5% | -1.6% |
| 7D | +9.0% | +3.2% | +5.8% | +8.6% |
| 30D | +22.0% | +13.0% | +9.0% | +20.3% |
| 3M | -15.4% | +9.2% | -24.6% | -16.2% |
| 6M | -26.0% | +13.6% | -39.6% | -27.4% |
| YTD | -34.7% | +12.4% | -47.1% | -35.8% |
| 1Y | -28.0% | +21.2% | -49.2% | -30.0% |
| 3Y | -47.0% | +48.7% | -95.7% | -56.4% |
| All | -47.0% | +48.6% | -95.7% | -56.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling