+34.5%
QXO vs WSM
+1,071.8%
-1,037.3%
-95.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.1% | -1.0% | -0.1% |
| 7D | -7.8% | -0.5% | -7.3% | -7.7% |
| 30D | -18.1% | -7.7% | -10.4% | -16.7% |
| 3M | -25.8% | +3.8% | -29.5% | -26.0% |
| 6M | -41.7% | +22.7% | -64.4% | -43.6% |
| YTD | -36.2% | +28.0% | -64.2% | -38.7% |
| 1Y | -42.1% | +12.7% | -54.8% | -43.2% |
| 3Y | -46.2% | +231.3% | -277.4% | -54.6% |
| 5Y | -70.7% | +177.2% | -247.9% | -75.4% |
| All | +34.5% | +1,071.8% | -1,037.3% | +18.8% |
Cumulative growth
Daily Returns
Daily percentage return beside WSM.
Daily Out/Under-Performance
Portfolio return minus WSM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WSM 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 WSM 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