+74.5%
CSX vs W
+126.8%
-52.3%
-29.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | W | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -8.2% | +5.9% | -1.5% |
| 7D | -2.7% | -5.6% | +2.9% | -2.2% |
| 30D | +7.0% | +7.5% | -0.5% | +6.1% |
| 3M | -0.3% | +5.4% | -5.7% | -1.1% |
| 6M | +13.5% | +79.4% | -65.9% | +5.6% |
| YTD | +41.5% | +12.9% | +28.6% | +37.2% |
| 1Y | +45.8% | +12.4% | +33.3% | +41.0% |
| All | +74.5% | +126.8% | -52.3% | +46.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling