+1,295.3%
WAT vs XPO
+10,316.6%
-9,021.3%
-61.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +4.5% | -5.5% | -1.5% |
| 7D | -1.3% | +2.4% | -3.7% | -1.6% |
| 30D | +2.3% | -3.5% | +5.9% | +2.7% |
| 3M | +8.7% | -11.9% | +20.7% | +10.2% |
| 6M | +28.3% | -10.0% | +38.3% | +29.6% |
| YTD | +7.8% | +42.1% | -34.3% | +2.9% |
| 1Y | +36.6% | +47.6% | -11.0% | +29.6% |
| 3Y | +45.7% | +153.6% | -107.9% | +28.6% |
| 5Y | -3.3% | +266.5% | -269.8% | -19.5% |
| 10Y | +162.1% | +1,460.4% | -1,298.3% | +89.3% |
| All | +1,295.3% | +10,316.6% | -9,021.3% | +771.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling