+7.8%
WBD vs XPO
+257.8%
-250.0%
-78.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -1.0% | +2.1% | +1.4% |
| 7D | -0.6% | -1.3% | +0.7% | -0.2% |
| 30D | +4.2% | -10.4% | +14.5% | +7.8% |
| 3M | +7.5% | -15.7% | +23.2% | +13.2% |
| 6M | +1.6% | -6.3% | +7.9% | +2.4% |
| YTD | -2.2% | +34.2% | -36.3% | -14.5% |
| 1Y | +124.9% | +39.9% | +84.9% | +91.8% |
| 3Y | +149.1% | +155.2% | -6.1% | +59.6% |
| 5Y | +7.8% | +264.7% | -256.8% | -47.7% |
| All | +7.8% | +257.8% | -250.0% | -47.7% |
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 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