+53.2%
CSX vs NWSA
+5.5%
+47.7%
-11.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.8% | +2.7% | +1.0% |
| 7D | -3.4% | -1.9% | -1.5% | -3.2% |
| 30D | -3.1% | +4.6% | -7.7% | -3.4% |
| 3M | +7.2% | +13.2% | -6.1% | +5.9% |
| 6M | +16.2% | +27.0% | -10.8% | +12.5% |
| YTD | +37.5% | +16.8% | +20.7% | +35.1% |
| 1Y | +53.2% | +4.5% | +48.7% | +57.9% |
| All | +53.2% | +5.5% | +47.7% | +57.9% |
Cumulative growth
Daily Returns
Daily percentage return beside NWSA.
Daily Out/Under-Performance
Portfolio return minus NWSA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NWSA 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 NWSA 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