-13.4%
WST vs XPO
+159.4%
-172.8%
-53.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.6% | +0.9% | -0.4% |
| 7D | -0.3% | +2.7% | -3.0% | -0.8% |
| 30D | -4.6% | -6.2% | +1.6% | -3.6% |
| 3M | +5.7% | -15.4% | +21.1% | +8.7% |
| 6M | +37.6% | +0.7% | +36.8% | +36.6% |
| YTD | +23.0% | +39.8% | -16.8% | +14.8% |
| 1Y | +33.8% | +43.3% | -9.5% | +23.7% |
| 3Y | -13.4% | +166.0% | -179.4% | -29.9% |
| All | -13.4% | +159.4% | -172.8% | -29.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling