-8.4%
QXO vs WY
+81.0%
-89.4%
-95.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.3% | -0.2% | +0.1% |
| 7D | -7.8% | -4.2% | -3.6% | -7.1% |
| 30D | -18.1% | -10.1% | -8.0% | -16.5% |
| 3M | -25.8% | -8.5% | -17.3% | -24.5% |
| 6M | -41.7% | -3.3% | -38.4% | -41.1% |
| YTD | -36.2% | -4.4% | -31.8% | -35.4% |
| 1Y | -42.1% | -11.5% | -30.6% | -40.8% |
| 3Y | -46.2% | -24.3% | -21.8% | -44.6% |
| 5Y | -70.7% | -21.3% | -49.4% | -70.0% |
| 10Y | +36.5% | +7.0% | +29.5% | +33.0% |
| All | -8.4% | +81.0% | -89.4% | +21.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling