+4.7%
WY vs XPO
+1,516.3%
-1,511.6%
-61.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.1% | +0.4% | +0.3% |
| 7D | -4.2% | -5.7% | +1.5% | -2.5% |
| 30D | -10.1% | -12.8% | +2.7% | -6.4% |
| 3M | -8.5% | -20.0% | +11.5% | -2.5% |
| 6M | -3.3% | -6.0% | +2.7% | -2.6% |
| YTD | -4.4% | +34.0% | -38.4% | -14.6% |
| 1Y | -11.5% | +35.6% | -47.0% | -21.8% |
| 3Y | -24.3% | +152.3% | -176.6% | -48.8% |
| 5Y | -21.3% | +264.4% | -285.7% | -56.2% |
| All | +4.7% | +1,516.3% | -1,511.6% | -62.7% |
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