+469.0%
CSX vs W
+176.2%
+292.8%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | W | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +2.5% | -1.7% | +0.6% |
| 7D | -3.4% | -4.2% | +0.8% | -3.0% |
| 30D | -3.1% | -7.6% | +4.5% | -2.3% |
| 3M | +7.2% | +37.2% | -30.0% | +2.7% |
| 6M | +16.2% | +26.3% | -10.2% | +11.7% |
| YTD | +37.5% | -1.0% | +38.5% | +35.1% |
| 1Y | +53.2% | +20.1% | +33.1% | +46.4% |
| 3Y | +68.2% | +37.8% | +30.4% | +50.8% |
| 5Y | +65.2% | -63.7% | +128.9% | +56.6% |
| 10Y | +504.1% | +156.3% | +347.8% | +316.1% |
| All | +469.0% | +176.2% | +292.8% | +286.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling