+27.3%
WAT vs XPO
+38.8%
-11.5%
-31.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -1.6% | +3.3% | +2.0% |
| 7D | -1.9% | +3.5% | -5.5% | -2.8% |
| 30D | +6.2% | +2.8% | +3.4% | +5.4% |
| 3M | +18.1% | -7.5% | +25.5% | +20.1% |
| 6M | +54.9% | -5.9% | +60.8% | +56.2% |
| YTD | +23.1% | +38.4% | -15.3% | +11.1% |
| 1Y | +27.3% | +33.7% | -6.4% | +15.6% |
| All | +27.3% | +38.8% | -11.5% | +15.6% |
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