+21.7%
WST vs XPO
+132.3%
-110.6%
-53.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.1% | -0.2% | -0.1% |
| 7D | +1.4% | -1.5% | +2.9% | +1.6% |
| 30D | +12.7% | +2.6% | +10.1% | +12.1% |
| 3M | +17.2% | -6.1% | +23.3% | +18.2% |
| 6M | +26.7% | -8.0% | +34.6% | +27.9% |
| YTD | +50.3% | +38.5% | +11.8% | +40.3% |
| 1Y | +50.2% | +35.0% | +15.2% | +40.6% |
| 3Y | +21.7% | +126.5% | -104.7% | -0.4% |
| All | +21.7% | +132.3% | -110.6% | -0.4% |
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 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