+3,011.5%
WCN vs XPO
+10,300.9%
-7,289.4%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +2.2% | -2.2% | -0.1% |
| 7D | +2.6% | +9.0% | -6.4% | +2.0% |
| 30D | +23.9% | +4.2% | +19.8% | +23.6% |
| 3M | +17.4% | -8.7% | +26.1% | +18.0% |
| 6M | +28.0% | -2.8% | +30.8% | +27.9% |
| YTD | +11.6% | +41.9% | -30.3% | +8.5% |
| 1Y | +16.9% | +42.3% | -25.5% | +13.6% |
| 3Y | +51.6% | +127.3% | -75.7% | +41.0% |
| 5Y | +48.0% | +306.4% | -258.4% | +30.5% |
| 10Y | +322.6% | +1,290.9% | -968.4% | +243.6% |
| All | +3,011.5% | +10,300.9% | -7,289.4% | +2,257.6% |
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