+418.4%
CSX vs W
+211.1%
+207.2%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | W | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -2.6% | +3.5% | +1.3% |
| 7D | +3.1% | -1.7% | +4.8% | +3.3% |
| 30D | +9.7% | +3.2% | +6.5% | +9.2% |
| 3M | +4.9% | +8.3% | -3.4% | +3.7% |
| 6M | +18.4% | +84.3% | -65.9% | +8.9% |
| YTD | +45.9% | +11.0% | +34.8% | +40.9% |
| 1Y | +50.0% | -0.2% | +50.2% | +46.3% |
| 3Y | +78.0% | +157.9% | -79.9% | +47.3% |
| 5Y | +59.2% | -56.8% | +116.0% | +48.4% |
| All | +418.4% | +211.1% | +207.2% | +217.8% |
Cumulative growth
Daily Returns
Daily percentage return beside W.
Daily Out/Under-Performance
Portfolio return minus W return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × W 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 10y: compounded portfolio wealth divided by compounded W 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…
10y analysis · Full analysis span regression · 6 months rolling