+1,394.6%
WM vs XPO
+10,316.6%
-8,922.0%
-41.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +4.5% | -5.7% | -1.5% |
| 7D | -0.3% | +2.4% | -2.7% | -0.5% |
| 30D | -2.4% | -3.5% | +1.2% | -2.2% |
| 3M | +0.4% | -11.9% | +12.4% | +1.0% |
| 6M | -9.5% | -10.0% | +0.5% | -9.2% |
| YTD | +0.5% | +42.1% | -41.6% | -1.8% |
| 1Y | -1.1% | +47.6% | -48.7% | -3.6% |
| 3Y | +46.0% | +153.6% | -107.5% | +36.5% |
| 5Y | +51.8% | +266.5% | -214.7% | +37.2% |
| 10Y | +307.5% | +1,460.4% | -1,152.9% | +242.8% |
| All | +1,394.6% | +10,316.6% | -8,922.0% | +1,084.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling