+3,363.6%
WAB vs XPO
+10,316.6%
-6,953.0%
-64.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +4.5% | -3.8% | -0.1% |
| 7D | -3.2% | +2.4% | -5.6% | -3.6% |
| 30D | -4.4% | -3.5% | -0.9% | -3.9% |
| 3M | +7.9% | -11.9% | +19.8% | +10.0% |
| 6M | +8.7% | -10.0% | +18.7% | +10.2% |
| YTD | +33.0% | +42.1% | -9.1% | +24.4% |
| 1Y | +46.7% | +47.6% | -0.9% | +35.9% |
| 3Y | +153.0% | +153.6% | -0.6% | +109.3% |
| 5Y | +222.3% | +266.5% | -44.2% | +144.1% |
| 10Y | +291.0% | +1,460.4% | -1,169.5% | +140.4% |
| All | +3,363.6% | +10,316.6% | -6,953.0% | +1,580.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling