+10,554.8%
XPO vs WTW
+515.5%
+10,039.3%
-82.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WTW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -3.6% | +0.5% | -1.7% |
| 7D | -0.9% | -7.1% | +6.2% | +1.8% |
| 30D | -8.1% | -8.5% | +0.4% | -5.2% |
| 3M | -19.0% | +20.6% | -39.6% | -25.1% |
| 6M | -5.2% | +7.2% | -12.4% | -9.0% |
| YTD | +35.6% | -3.9% | +39.4% | +34.9% |
| 1Y | +41.1% | -3.6% | +44.7% | +39.8% |
| 3Y | +157.9% | +60.7% | +97.2% | +106.8% |
| 5Y | +265.6% | +42.2% | +223.5% | +211.3% |
| 10Y | +1,516.8% | +195.5% | +1,321.4% | +1,038.7% |
| All | +10,554.8% | +515.5% | +10,039.3% | +10,145.3% |
Cumulative growth
Daily Returns
Daily percentage return beside WTW.
Daily Out/Under-Performance
Portfolio return minus WTW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WTW 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 WTW 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