+991.6%
WDC vs XPO
+262.4%
+729.1%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -3.1% | +4.1% | +2.3% |
| 7D | +7.5% | -0.9% | +8.4% | +7.9% |
| 30D | +10.1% | -8.1% | +18.2% | +14.0% |
| 3M | -6.8% | -19.0% | +12.2% | +1.1% |
| 6M | +84.1% | -5.2% | +89.3% | +87.2% |
| YTD | +180.3% | +35.6% | +144.7% | +147.1% |
| 1Y | +411.1% | +41.1% | +370.0% | +339.0% |
| 3Y | +1,375.0% | +157.9% | +1,217.1% | +820.2% |
| 5Y | +991.6% | +265.6% | +725.9% | +412.9% |
| All | +991.6% | +262.4% | +729.1% | +412.9% |
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