-5.4%
QXO vs WST
+1,633.5%
-1,638.9%
-95.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -0.2% | -3.8% | -4.1% |
| 7D | -3.9% | -1.7% | -2.2% | -3.7% |
| 30D | -17.4% | -4.3% | -13.0% | -17.0% |
| 3M | -22.5% | +0.7% | -23.2% | -22.5% |
| 6M | -41.4% | +36.0% | -77.4% | -42.8% |
| YTD | -34.1% | +22.7% | -56.9% | -35.3% |
| 1Y | -40.8% | +34.1% | -74.9% | -42.2% |
| 3Y | -43.9% | -13.6% | -30.3% | -44.9% |
| 5Y | -69.6% | -26.0% | -43.6% | -70.4% |
| 10Y | +41.0% | +335.8% | -294.8% | +75.3% |
| All | -5.4% | +1,633.5% | -1,638.9% | +598.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling