+33.2%
WAT vs XPO
+306.2%
-273.0%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +2.2% | -2.7% | -1.0% |
| 7D | +0.6% | +9.0% | -8.4% | -1.7% |
| 30D | +5.4% | +4.2% | +1.2% | +4.2% |
| 3M | +11.3% | -8.7% | +20.0% | +13.6% |
| 6M | +37.4% | -2.8% | +40.2% | +37.3% |
| YTD | +21.2% | +41.9% | -20.7% | +8.7% |
| 1Y | +21.3% | +42.3% | -21.0% | +8.6% |
| 3Y | +83.4% | +127.3% | -43.9% | +39.9% |
| All | +33.2% | +306.2% | -273.0% | -18.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling