+296.4%
WBD vs XPO
+23,185.5%
-22,889.2%
-91.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.6% | +1.1% | -0.2% |
| 7D | -0.7% | +2.7% | -3.4% | -1.2% |
| 30D | +5.0% | -6.2% | +11.2% | +6.0% |
| 3M | +6.2% | -15.4% | +21.6% | +9.0% |
| 6M | +0.6% | +0.7% | -0.1% | -0.1% |
| YTD | -2.4% | +39.8% | -42.3% | -8.9% |
| 1Y | +127.7% | +43.3% | +84.4% | +111.0% |
| 3Y | +148.4% | +166.0% | -17.6% | +105.0% |
| 5Y | +4.2% | +274.2% | -269.9% | -20.3% |
| 10Y | +10.8% | +1,429.0% | -1,418.2% | -29.9% |
| All | +296.4% | +23,185.5% | -22,889.2% | +122.7% |
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 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