-8.4%
QXO vs WSM
+1,581.1%
-1,589.5%
-95.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.1% | -1.0% | 0.0% |
| 7D | -7.8% | -0.5% | -7.3% | -7.7% |
| 30D | -18.1% | -7.7% | -10.4% | -17.1% |
| 3M | -25.8% | +3.8% | -29.5% | -26.0% |
| 6M | -41.7% | +22.7% | -64.4% | -43.1% |
| YTD | -36.2% | +28.0% | -64.2% | -38.0% |
| 1Y | -42.1% | +12.7% | -54.8% | -42.9% |
| 3Y | -46.2% | +231.3% | -277.4% | -51.5% |
| 5Y | -70.7% | +177.2% | -247.9% | -73.8% |
| 10Y | +36.5% | +1,065.8% | -1,029.2% | +24.8% |
| All | -8.4% | +1,581.1% | -1,589.5% | -7.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling