-6.3%
QXO vs WM
+855.6%
-861.9%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.1% | -1.5% | -1.6% |
| 7D | +9.0% | +3.2% | +5.8% | +8.9% |
| 30D | +22.0% | +13.0% | +9.0% | +21.5% |
| 3M | -15.4% | +9.2% | -24.6% | -15.6% |
| 6M | -26.0% | +13.6% | -39.6% | -26.3% |
| YTD | -34.7% | +12.4% | -47.1% | -34.9% |
| 1Y | -28.0% | +21.2% | -49.2% | -28.4% |
| 3Y | -47.0% | +48.7% | -95.7% | -47.5% |
| 5Y | -64.2% | +61.9% | -126.1% | -64.5% |
| 10Y | +48.1% | +331.0% | -283.0% | +75.3% |
| All | -6.3% | +855.6% | -861.9% | +39.7% |
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