-46.2%
QXO vs WY
-24.8%
-21.4%
-95.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.3% | -0.2% | 0.0% |
| 7D | -7.8% | -4.2% | -3.6% | -6.1% |
| 30D | -18.1% | -10.1% | -8.0% | -14.4% |
| 3M | -25.8% | -8.5% | -17.3% | -22.8% |
| 6M | -41.7% | -3.3% | -38.4% | -40.2% |
| YTD | -36.2% | -4.4% | -31.8% | -34.3% |
| 1Y | -42.1% | -11.5% | -30.6% | -39.7% |
| 3Y | -46.2% | -24.3% | -21.8% | -45.1% |
| All | -46.2% | -24.8% | -21.4% | -45.1% |
Cumulative growth
Daily Returns
Daily percentage return beside WY.
Daily Out/Under-Performance
Portfolio return minus WY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WY 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 WY 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