+4.7%
WBD vs QXO
-8.4%
+13.1%
-91.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | QXO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.2% | -0.7% | -0.6% |
| 7D | -0.7% | -7.8% | +7.0% | -0.7% |
| 30D | +1.4% | -18.1% | +19.5% | +1.6% |
| 3M | +4.4% | -25.8% | +30.1% | +4.6% |
| 6M | +0.8% | -41.7% | +42.5% | +1.2% |
| YTD | -2.7% | -36.2% | +33.5% | -2.4% |
| 1Y | +73.4% | -42.1% | +115.5% | +74.0% |
| 3Y | +142.1% | -46.2% | +188.3% | +136.8% |
| 5Y | +7.2% | -70.7% | +77.9% | +4.9% |
| 10Y | +14.2% | +36.5% | -22.3% | +9.9% |
| All | +4.7% | -8.4% | +13.1% | -0.1% |
Cumulative growth
Daily Returns
Daily percentage return beside QXO.
Daily Out/Under-Performance
Portfolio return minus QXO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × QXO 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 QXO 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