+72.2%
CSX vs GWW
+91.9%
-19.7%
-29.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GWW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.9% | 0.0% | +0.5% |
| 7D | -3.4% | +1.4% | -4.8% | -3.9% |
| 30D | -3.1% | +3.3% | -6.3% | -4.4% |
| 3M | +7.2% | +2.9% | +4.2% | +5.5% |
| 6M | +16.2% | +15.8% | +0.4% | +8.5% |
| YTD | +37.5% | +32.0% | +5.5% | +21.0% |
| 1Y | +53.2% | +29.9% | +23.3% | +35.5% |
| All | +72.2% | +91.9% | -19.7% | +41.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling