+51.1%
XPO vs WETO
-99.4%
+150.5%
-25.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WETO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -5.4% | +5.3% | -0.1% |
| 7D | -5.7% | -4.3% | -1.3% | -5.6% |
| 30D | -12.8% | -39.9% | +27.1% | -13.3% |
| 3M | -20.0% | -97.9% | +77.9% | -19.8% |
| 6M | -6.0% | -95.0% | +89.0% | -6.5% |
| YTD | +34.0% | -97.2% | +131.2% | +33.4% |
| 1Y | +35.6% | -98.9% | +134.5% | +34.9% |
| All | +51.1% | -99.4% | +150.5% | +49.7% |
Cumulative growth
Daily Returns
Daily percentage return beside WETO.
Daily Out/Under-Performance
Portfolio return minus WETO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WETO 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 all: compounded portfolio wealth divided by compounded WETO 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…
all analysis · Full analysis span regression · 6 months rolling