+567.0%
WDC vs XPO
+306.2%
+260.8%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.0% | +2.2% | -7.2% | -5.9% |
| 7D | +12.1% | +9.0% | +3.1% | +8.3% |
| 30D | -18.8% | +4.2% | -23.0% | -19.9% |
| 3M | -39.3% | -8.7% | -30.7% | -37.0% |
| 6M | -40.1% | -2.8% | -37.4% | -39.6% |
| YTD | +71.8% | +41.9% | +29.9% | +48.6% |
| 1Y | +88.5% | +42.3% | +46.1% | +62.4% |
| 3Y | +770.0% | +127.3% | +642.7% | +475.5% |
| All | +567.0% | +306.2% | +260.8% | +200.4% |
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