+31.2%
WEC vs XPO
+262.4%
-231.3%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -3.1% | +2.2% | -0.8% |
| 7D | +0.4% | -0.9% | +1.3% | +0.4% |
| 30D | +0.9% | -8.1% | +9.0% | +1.1% |
| 3M | -5.3% | -19.0% | +13.7% | -4.8% |
| 6M | -6.6% | -5.2% | -1.4% | -6.5% |
| YTD | +3.3% | +35.6% | -32.3% | +2.1% |
| 1Y | +2.1% | +41.1% | -39.0% | +0.7% |
| 3Y | +39.6% | +157.9% | -118.3% | +32.4% |
| 5Y | +31.2% | +265.6% | -234.5% | +16.7% |
| All | +31.2% | +262.4% | -231.3% | +16.7% |
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