-8.4%
QXO vs WTW
+334.4%
-342.8%
-95.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WTW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.1% | +0.1% | +0.2% |
| 7D | -7.8% | -5.7% | -2.1% | -7.4% |
| 30D | -18.1% | -7.3% | -10.8% | -17.6% |
| 3M | -25.8% | +21.5% | -47.2% | -26.9% |
| 6M | -41.7% | +9.6% | -51.3% | -42.2% |
| YTD | -36.2% | -3.3% | -32.9% | -36.0% |
| 1Y | -42.1% | -6.1% | -36.0% | -41.8% |
| 3Y | -46.2% | +61.8% | -108.0% | -49.3% |
| 5Y | -70.7% | +42.7% | -113.4% | -72.2% |
| 10Y | +36.5% | +197.2% | -160.7% | +40.9% |
| All | -8.4% | +334.4% | -342.8% | +74.1% |
Cumulative growth
Daily Returns
Daily percentage return beside WTW.
Daily Out/Under-Performance
Portfolio return minus WTW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WTW 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 WTW 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