+142.7%
WFC vs XPO
+1,517.7%
-1,375.0%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.0% | +0.8% | +0.1% |
| 7D | +0.3% | -1.3% | +1.6% | +0.6% |
| 30D | +2.3% | -10.4% | +12.6% | +5.5% |
| 3M | +9.8% | -15.7% | +25.4% | +14.9% |
| 6M | +15.6% | -6.3% | +21.9% | +16.6% |
| YTD | -2.4% | +34.2% | -36.6% | -12.4% |
| 1Y | +13.8% | +39.9% | -26.1% | +0.1% |
| 3Y | +134.6% | +155.2% | -20.6% | +61.7% |
| 5Y | +127.9% | +264.7% | -136.8% | +31.5% |
| All | +142.7% | +1,517.7% | -1,375.0% | -19.8% |
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