-40.4%
WU vs XPO
+1,516.3%
-1,556.7%
-64.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.1% | +0.7% | +0.6% |
| 7D | -3.5% | -5.7% | +2.2% | -2.4% |
| 30D | -2.9% | -12.8% | +9.9% | -0.4% |
| 3M | -2.3% | -20.0% | +17.7% | +1.8% |
| 6M | -25.4% | -6.0% | -19.3% | -25.0% |
| YTD | -21.2% | +34.0% | -55.2% | -26.7% |
| 1Y | -8.9% | +35.6% | -44.4% | -15.9% |
| 3Y | -29.0% | +152.3% | -181.3% | -45.1% |
| 5Y | -50.7% | +264.4% | -315.1% | -66.7% |
| All | -40.4% | +1,516.3% | -1,556.7% | -71.8% |
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