+228.3%
WAT vs XPO
+1,266.4%
-1,038.1%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +2.2% | -2.7% | -0.9% |
| 7D | +0.6% | +9.0% | -8.4% | -1.4% |
| 30D | +5.4% | +4.2% | +1.2% | +4.3% |
| 3M | +11.3% | -8.7% | +20.0% | +13.3% |
| 6M | +37.4% | -2.8% | +40.2% | +37.4% |
| YTD | +21.2% | +41.9% | -20.7% | +10.2% |
| 1Y | +21.3% | +42.3% | -21.0% | +10.0% |
| 3Y | +83.4% | +127.3% | -43.9% | +44.8% |
| 5Y | +29.0% | +306.4% | -277.4% | -14.9% |
| All | +228.3% | +1,266.4% | -1,038.1% | +71.1% |
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