-41.5%
QXO vs WM
+44.2%
-85.7%
-95.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.6% | -0.2% | -0.7% |
| 7D | +2.9% | -0.9% | +3.8% | +2.9% |
| 30D | -18.0% | -4.3% | -13.7% | -17.7% |
| 3M | -14.7% | +0.8% | -15.5% | -15.2% |
| 6M | -39.2% | -10.8% | -28.5% | -38.3% |
| YTD | -31.3% | -0.1% | -31.3% | -31.6% |
| 1Y | -39.7% | +1.0% | -40.7% | -39.9% |
| 3Y | -41.5% | +45.1% | -86.6% | -39.9% |
| All | -41.5% | +44.2% | -85.7% | -39.9% |
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