+50.3%
CSX vs NWSA
+1.1%
+49.2%
-13.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.8% | +0.8% | +1.5% |
| 7D | -0.3% | -12.2% | +11.9% | +0.7% |
| 30D | +8.7% | -8.7% | +17.4% | +9.7% |
| 3M | +4.2% | -6.0% | +10.2% | +5.2% |
| 6M | +16.7% | -0.3% | +17.0% | +17.6% |
| YTD | +44.5% | +3.5% | +41.0% | +43.9% |
| 1Y | +50.3% | +0.8% | +49.5% | +52.1% |
| All | +50.3% | +1.1% | +49.2% | +52.1% |
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