+2,512.1%
WCN vs XPO
+10,152.6%
-7,640.5%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.6% | +0.5% | -0.9% |
| 7D | -0.4% | +2.7% | -3.1% | -0.6% |
| 30D | -2.1% | -6.2% | +4.1% | -1.8% |
| 3M | +6.4% | -15.4% | +21.8% | +7.4% |
| 6M | -3.7% | +0.7% | -4.4% | -4.0% |
| YTD | -6.4% | +39.8% | -46.2% | -8.8% |
| 1Y | -7.9% | +43.3% | -51.3% | -10.6% |
| 3Y | +20.8% | +166.0% | -145.2% | +11.1% |
| 5Y | +29.0% | +274.2% | -245.2% | +14.3% |
| 10Y | +236.4% | +1,429.0% | -1,192.7% | +172.6% |
| All | +2,512.1% | +10,152.6% | -7,640.5% | +1,882.1% |
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