+265.4%
WPM vs XPO
+261.3%
+4.1%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -0.1% | +2.2% | +2.1% |
| 7D | -0.6% | -5.7% | +5.1% | 0.0% |
| 30D | +14.4% | -12.8% | +27.2% | +15.8% |
| 3M | +37.0% | -20.0% | +57.0% | +39.6% |
| 6M | +4.1% | -6.0% | +10.2% | +4.4% |
| YTD | +31.7% | +34.0% | -2.3% | +28.4% |
| 1Y | +44.2% | +35.6% | +8.6% | +40.2% |
| 3Y | +265.5% | +152.3% | +113.2% | +224.3% |
| All | +265.4% | +261.3% | +4.1% | +173.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling