+1,043.3%
WSM vs XPO
+1,516.3%
-473.0%
-59.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.1% | +1.2% | +1.1% |
| 7D | -0.5% | -5.7% | +5.1% | +1.5% |
| 30D | -7.7% | -12.8% | +5.1% | -3.3% |
| 3M | +3.8% | -20.0% | +23.7% | +11.6% |
| 6M | +22.7% | -6.0% | +28.7% | +24.2% |
| YTD | +28.0% | +34.0% | -6.0% | +13.6% |
| 1Y | +12.7% | +35.6% | -22.8% | -1.0% |
| 3Y | +231.3% | +152.3% | +79.0% | +124.8% |
| 5Y | +177.2% | +264.4% | -87.2% | +55.9% |
| All | +1,043.3% | +1,516.3% | -473.0% | +299.2% |
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