+48.2%
CSX vs GWW
+217.3%
-169.1%
-29.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GWW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -0.7% | -2.6% | -3.0% |
| 7D | -5.5% | +6.0% | -11.5% | -7.9% |
| 30D | +4.9% | +14.0% | -9.1% | -1.0% |
| 3M | -2.9% | +12.5% | -15.4% | -7.9% |
| 6M | +8.3% | +23.6% | -15.3% | -2.2% |
| YTD | +36.7% | +43.6% | -6.9% | +14.9% |
| 1Y | +41.5% | +52.5% | -11.0% | +15.5% |
| 3Y | +68.6% | +92.6% | -23.9% | +22.2% |
| All | +48.2% | +217.3% | -169.1% | -20.4% |
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 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