+165.1%
WAB vs XPO
+153.8%
+11.3%
-23.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -3.1% | +1.7% | -0.6% |
| 7D | +0.2% | -0.9% | +1.2% | +0.4% |
| 30D | -4.6% | -8.1% | +3.5% | -2.6% |
| 3M | +5.6% | -19.0% | +24.7% | +11.0% |
| 6M | +13.8% | -5.2% | +19.0% | +14.6% |
| YTD | +31.9% | +35.6% | -3.7% | +21.1% |
| 1Y | +48.3% | +41.1% | +7.2% | +34.2% |
| All | +165.1% | +153.8% | +11.3% | +110.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling