+306.4%
WM vs XPO
+1,478.1%
-1,171.6%
-30.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +4.5% | -5.7% | -1.7% |
| 7D | -0.3% | +2.4% | -2.7% | -0.6% |
| 30D | -2.4% | -3.5% | +1.2% | -2.1% |
| 3M | +0.4% | -11.9% | +12.4% | +1.6% |
| 6M | -9.5% | -10.0% | +0.5% | -8.9% |
| YTD | +0.5% | +42.1% | -41.6% | -4.4% |
| 1Y | -1.1% | +47.6% | -48.7% | -6.6% |
| 3Y | +46.0% | +153.6% | -107.5% | +24.6% |
| 5Y | +51.8% | +266.5% | -214.7% | +19.1% |
| All | +306.4% | +1,478.1% | -1,171.6% | +146.6% |
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