+197.9%
WEC vs XPO
+1,266.4%
-1,068.5%
-32.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +2.2% | -1.3% | +0.8% |
| 7D | +2.3% | +9.0% | -6.6% | +1.9% |
| 30D | +11.1% | +4.2% | +6.9% | +10.8% |
| 3M | +8.4% | -8.7% | +17.1% | +8.9% |
| 6M | +7.5% | -2.8% | +10.3% | +7.5% |
| YTD | +15.3% | +41.9% | -26.5% | +12.9% |
| 1Y | +9.7% | +42.3% | -32.6% | +7.3% |
| 3Y | +64.7% | +127.3% | -62.6% | +54.6% |
| 5Y | +57.3% | +306.4% | -249.1% | +39.6% |
| All | +197.9% | +1,266.4% | -1,068.5% | +158.8% |
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