+135.0%
WFC vs QXO
-47.1%
+182.0%
-24.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | QXO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.2% | +0.8% | +0.9% |
| 7D | +0.4% | -7.8% | +8.1% | +0.4% |
| 30D | +1.5% | -18.1% | +19.6% | +1.6% |
| 3M | +10.2% | -25.8% | +36.0% | +10.4% |
| 6M | +18.8% | -41.7% | +60.5% | +19.1% |
| YTD | -1.5% | -36.2% | +34.7% | -1.3% |
| 1Y | +13.5% | -42.1% | +55.6% | +13.8% |
| 3Y | +135.0% | -46.2% | +181.1% | +134.2% |
| All | +135.0% | -47.1% | +182.0% | +134.2% |
Cumulative growth
Daily Returns
Daily percentage return beside QXO.
Daily Out/Under-Performance
Portfolio return minus QXO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × QXO 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 3y: compounded portfolio wealth divided by compounded QXO 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…
3y analysis · Full analysis span regression · 6 months rolling