-0.7%
QXO vs WM
+754.5%
-755.1%
-95.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.2% | +0.4% | -0.8% |
| 7D | -1.3% | -0.3% | -1.0% | -1.2% |
| 30D | -16.0% | -2.4% | -13.7% | -16.0% |
| 3M | -17.7% | +0.4% | -18.2% | -17.8% |
| 6M | -42.6% | -9.5% | -33.1% | -42.4% |
| YTD | -30.8% | +0.5% | -31.3% | -30.8% |
| 1Y | -35.3% | -1.1% | -34.2% | -35.3% |
| 3Y | -46.3% | +46.0% | -92.3% | -46.6% |
| 5Y | -69.2% | +51.8% | -121.0% | -69.3% |
| 10Y | +62.1% | +307.5% | -245.4% | +97.1% |
| All | -0.7% | +754.5% | -755.1% | +48.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling