+297.6%
WFC vs QXO
-5.4%
+303.0%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | QXO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -4.1% | +6.0% | +2.0% |
| 7D | +0.4% | -3.9% | +4.3% | +0.5% |
| 30D | +2.5% | -17.4% | +19.8% | +2.6% |
| 3M | +10.0% | -22.5% | +32.5% | +10.1% |
| 6M | +15.1% | -41.4% | +56.5% | +15.4% |
| YTD | -2.2% | -34.1% | +31.9% | -2.0% |
| 1Y | +13.5% | -40.8% | +54.3% | +13.8% |
| 3Y | +135.2% | -43.9% | +179.1% | +130.9% |
| 5Y | +128.3% | -69.6% | +197.9% | +124.2% |
| 10Y | +142.4% | +41.0% | +101.4% | +135.3% |
| All | +297.6% | -5.4% | +303.0% | +280.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling