+174.1%
WSM vs XPO
+257.8%
-83.7%
-51.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.0% | -0.6% | -1.2% |
| 7D | +0.4% | -1.3% | +1.8% | +0.9% |
| 30D | -10.7% | -10.4% | -0.4% | -6.9% |
| 3M | +8.5% | -15.7% | +24.2% | +15.5% |
| 6M | +19.6% | -6.3% | +26.0% | +21.4% |
| YTD | +26.6% | +34.2% | -7.6% | +9.9% |
| 1Y | +12.0% | +39.9% | -28.0% | -5.3% |
| 3Y | +226.6% | +155.2% | +71.4% | +102.3% |
| 5Y | +174.1% | +264.7% | -90.5% | +22.3% |
| All | +174.1% | +257.8% | -83.7% | +22.3% |
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