+48.5%
WAB vs XPO
+38.9%
+9.6%
-10.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.0% | +1.0% | +0.2% |
| 7D | -0.2% | -1.3% | +1.1% | +0.1% |
| 30D | -5.9% | -10.4% | +4.5% | -3.1% |
| 3M | +9.4% | -15.7% | +25.1% | +14.1% |
| 6M | +13.8% | -6.3% | +20.2% | +14.8% |
| YTD | +31.8% | +34.2% | -2.4% | +20.9% |
| 1Y | +48.5% | +39.9% | +8.6% | +35.0% |
| All | +48.5% | +38.9% | +9.6% | +35.0% |
Cumulative growth
Daily Returns
Daily percentage return beside XPO.
Daily Out/Under-Performance
Portfolio return minus XPO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XPO 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 1y: compounded portfolio wealth divided by compounded XPO 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…
1y analysis · Full analysis span regression · 6 months rolling