+34.5%
QXO vs WST
+344.2%
-309.7%
-95.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.6% | -0.4% | +0.1% |
| 7D | -7.8% | +1.8% | -9.6% | -8.1% |
| 30D | -18.1% | -1.7% | -16.4% | -17.9% |
| 3M | -25.8% | +4.9% | -30.6% | -26.4% |
| 6M | -41.7% | +45.5% | -87.2% | -45.2% |
| YTD | -36.2% | +26.1% | -62.3% | -38.7% |
| 1Y | -42.1% | +31.7% | -73.8% | -44.8% |
| 3Y | -46.2% | -12.1% | -34.1% | -47.9% |
| 5Y | -70.7% | -23.6% | -47.1% | -71.2% |
| All | +34.5% | +344.2% | -309.7% | -0.8% |
Cumulative growth
Daily Returns
Daily percentage return beside WST.
Daily Out/Under-Performance
Portfolio return minus WST return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WST 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 WST 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