+11.4%
WBD vs XPO
+1,516.3%
-1,504.9%
-91.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.1% | -0.5% | -0.5% |
| 7D | -0.7% | -5.7% | +4.9% | +0.9% |
| 30D | +1.4% | -12.8% | +14.2% | +5.3% |
| 3M | +4.4% | -20.0% | +24.4% | +10.8% |
| 6M | +0.8% | -6.0% | +6.9% | +1.5% |
| YTD | -2.7% | +34.0% | -36.8% | -12.8% |
| 1Y | +73.4% | +35.6% | +37.9% | +53.6% |
| 3Y | +142.1% | +152.3% | -10.2% | +72.4% |
| 5Y | +7.2% | +264.4% | -257.1% | -34.8% |
| All | +11.4% | +1,516.3% | -1,504.9% | -53.7% |
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