+458.6%
WST vs XPO
+1,266.4%
-807.8%
-59.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +2.2% | -1.0% | +0.8% |
| 7D | +4.2% | +9.0% | -4.7% | +2.4% |
| 30D | +11.2% | +4.2% | +7.1% | +10.2% |
| 3M | +20.4% | -8.7% | +29.0% | +22.4% |
| 6M | +37.9% | -2.8% | +40.6% | +37.8% |
| YTD | +51.8% | +41.9% | +9.9% | +39.4% |
| 1Y | +56.6% | +42.3% | +14.3% | +43.6% |
| 3Y | +24.2% | +127.3% | -103.0% | -0.8% |
| 5Y | +0.7% | +306.4% | -305.7% | -32.4% |
| All | +458.6% | +1,266.4% | -807.8% | +182.9% |
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 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