-5.1%
WAT vs XPO
+271.9%
-277.1%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.6% | 0.0% | -1.2% |
| 7D | -0.7% | +2.7% | -3.4% | -1.5% |
| 30D | -1.0% | -6.2% | +5.2% | +0.6% |
| 3M | +10.9% | -15.4% | +26.3% | +15.4% |
| 6M | +33.2% | +0.7% | +32.4% | +32.0% |
| YTD | +6.1% | +39.8% | -33.8% | -4.2% |
| 1Y | +30.2% | +43.3% | -13.1% | +16.1% |
| 3Y | +52.9% | +166.0% | -113.2% | +11.6% |
| 5Y | -5.1% | +274.2% | -279.3% | -41.5% |
| All | -5.1% | +271.9% | -277.1% | -41.5% |
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