+47.1%
CSX vs GWW
+55.5%
-8.4%
-13.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GWW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +6.5% | -3.9% | +0.7% |
| 7D | +0.1% | +11.1% | -11.0% | -3.0% |
| 30D | +9.7% | +15.7% | -6.0% | +5.1% |
| 3M | +2.3% | +14.8% | -12.5% | -1.9% |
| 6M | +17.1% | +30.9% | -13.9% | +6.0% |
| YTD | +44.9% | +48.5% | -3.6% | +23.9% |
| 1Y | +47.1% | +57.1% | -10.0% | +22.4% |
| All | +47.1% | +55.5% | -8.4% | +22.4% |
Cumulative growth
Daily Returns
Daily percentage return beside GWW.
Daily Out/Under-Performance
Portfolio return minus GWW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GWW 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 1y: compounded portfolio wealth divided by compounded GWW 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…
1y analysis · Full analysis span regression · 6 months rolling