+642.9%
WDC vs XPO
+1,266.4%
-623.5%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.0% | +2.2% | -7.2% | -6.0% |
| 7D | +12.1% | +9.0% | +3.1% | +8.1% |
| 30D | -18.8% | +4.2% | -23.0% | -20.0% |
| 3M | -39.3% | -8.7% | -30.7% | -36.9% |
| 6M | -40.1% | -2.8% | -37.4% | -39.6% |
| YTD | +71.8% | +41.9% | +29.9% | +47.1% |
| 1Y | +88.5% | +42.3% | +46.1% | +60.7% |
| 3Y | +770.0% | +127.3% | +642.7% | +463.4% |
| 5Y | +549.0% | +306.4% | +242.7% | +202.1% |
| All | +642.9% | +1,266.4% | -623.5% | +103.6% |
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 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