+5,933.7%
WPM vs XPO
+22,797.4%
-16,863.8%
-86.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.6% | +1.7% | +0.2% |
| 7D | +7.0% | +2.7% | +4.3% | +6.8% |
| 30D | +15.7% | -6.2% | +21.9% | +16.3% |
| 3M | +35.2% | -15.4% | +50.6% | +36.8% |
| 6M | +6.1% | +0.7% | +5.3% | +5.8% |
| YTD | +32.6% | +39.8% | -7.3% | +28.8% |
| 1Y | +46.9% | +43.3% | +3.6% | +42.3% |
| 3Y | +276.3% | +166.0% | +110.3% | +240.7% |
| 5Y | +260.0% | +274.2% | -14.2% | +211.1% |
| 10Y | +508.5% | +1,429.0% | -920.5% | +355.8% |
| All | +5,933.7% | +22,797.4% | -16,863.8% | +4,053.9% |
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