+50.3%
CSX vs W
+2.1%
+48.2%
-13.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | W | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +1.7% | -0.1% | +1.5% |
| 7D | -0.3% | -7.4% | +7.1% | +0.1% |
| 30D | +8.7% | +7.8% | +0.9% | +8.3% |
| 3M | +4.2% | +10.9% | -6.7% | +3.6% |
| 6M | +16.7% | +86.4% | -69.8% | +12.8% |
| YTD | +44.5% | +14.0% | +30.5% | +41.7% |
| 1Y | +50.3% | +3.5% | +46.8% | +48.6% |
| All | +50.3% | +2.1% | +48.2% | +48.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling