+2,333.6%
WSM vs XPO
+10,152.6%
-7,819.0%
-89.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.6% | +1.8% | +0.4% |
| 7D | +2.6% | +2.7% | -0.1% | +2.1% |
| 30D | -9.5% | -6.2% | -3.3% | -8.6% |
| 3M | +12.9% | -15.4% | +28.3% | +15.8% |
| 6M | +23.0% | +0.7% | +22.3% | +22.5% |
| YTD | +28.9% | +39.8% | -10.9% | +21.6% |
| 1Y | +13.7% | +43.3% | -29.6% | +6.6% |
| 3Y | +232.6% | +166.0% | +66.6% | +181.5% |
| 5Y | +185.9% | +274.2% | -88.3% | +126.4% |
| 10Y | +998.6% | +1,429.0% | -430.4% | +643.3% |
| All | +2,333.6% | +10,152.6% | -7,819.0% | +1,386.4% |
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