+183.8%
WWD vs XPO
+257.8%
-74.0%
-37.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -1.0% | -0.4% | -1.2% |
| 7D | -2.9% | -1.3% | -1.5% | -2.5% |
| 30D | -6.6% | -10.4% | +3.8% | -4.0% |
| 3M | -9.3% | -15.7% | +6.4% | -5.6% |
| 6M | -13.6% | -6.3% | -7.3% | -12.6% |
| YTD | +10.4% | +34.2% | -23.8% | +1.7% |
| 1Y | +39.9% | +39.9% | -0.1% | +26.8% |
| 3Y | +165.0% | +155.2% | +9.8% | +97.6% |
| 5Y | +183.8% | +264.7% | -80.9% | +73.3% |
| All | +183.8% | +257.8% | -74.0% | +73.3% |
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