-46.2%
QXO vs WST
-11.8%
-34.4%
-95.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +2.2% | -5.5% | -3.7% |
| 7D | -8.7% | +0.4% | -9.1% | -8.8% |
| 30D | -21.0% | -2.0% | -18.9% | -20.7% |
| 3M | -18.4% | +4.1% | -22.5% | -19.0% |
| 6M | -43.0% | +47.4% | -90.5% | -46.5% |
| YTD | -36.3% | +25.4% | -61.7% | -39.0% |
| 1Y | -42.8% | +35.3% | -78.1% | -45.6% |
| All | -46.2% | -11.8% | -34.4% | -42.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling