+67.8%
CSX vs GWW
+224.0%
-156.2%
-29.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GWW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.9% | 0.0% | +0.5% |
| 7D | -3.4% | +1.4% | -4.8% | -4.0% |
| 30D | -3.1% | +3.3% | -6.3% | -4.5% |
| 3M | +7.2% | +2.9% | +4.2% | +5.4% |
| 6M | +16.2% | +15.8% | +0.4% | +8.1% |
| YTD | +37.5% | +32.0% | +5.5% | +20.3% |
| 1Y | +53.2% | +29.9% | +23.3% | +34.8% |
| 3Y | +68.2% | +91.1% | -22.8% | +23.0% |
| All | +67.8% | +224.0% | -156.2% | -5.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling