-27.0%
WST vs XPO
+271.9%
-298.9%
-59.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.6% | +0.9% | -0.3% |
| 7D | -0.3% | +2.7% | -3.0% | -0.9% |
| 30D | -4.6% | -6.2% | +1.6% | -3.3% |
| 3M | +5.7% | -15.4% | +21.1% | +9.5% |
| 6M | +37.6% | +0.7% | +36.8% | +36.2% |
| YTD | +23.0% | +39.8% | -16.8% | +12.1% |
| 1Y | +33.8% | +43.3% | -9.5% | +20.4% |
| 3Y | -13.4% | +166.0% | -179.4% | -37.3% |
| 5Y | -27.0% | +274.2% | -301.1% | -56.5% |
| All | -27.0% | +271.9% | -298.9% | -56.5% |
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