+161.8%
WAT vs XPO
+1,517.7%
-1,356.0%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.0% | +0.3% | -0.5% |
| 7D | -2.9% | -1.3% | -1.6% | -2.6% |
| 30D | -3.2% | -10.4% | +7.1% | -0.8% |
| 3M | +10.6% | -15.7% | +26.3% | +14.7% |
| 6M | +34.0% | -6.3% | +40.4% | +35.3% |
| YTD | +5.7% | +34.2% | -28.4% | -2.4% |
| 1Y | +37.1% | +39.9% | -2.9% | +24.7% |
| 3Y | +52.4% | +155.2% | -102.9% | +17.2% |
| 5Y | -4.4% | +264.7% | -269.1% | -35.3% |
| All | +161.8% | +1,517.7% | -1,356.0% | +31.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling