+485.3%
CSX vs W
+214.9%
+270.4%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +5.4% |
| YTD | +41.5% | +12.9% | +28.6% | +36.8% |
| 1Y | +45.8% | +12.4% | +33.3% | +40.6% |
| 3Y | +74.4% | +128.5% | -54.1% | +48.5% |
| 5Y | +53.6% | -54.0% | +107.6% | +41.9% |
| 10Y | +465.6% | +248.8% | +216.9% | +280.6% |
| All | +485.3% | +214.9% | +270.4% | +291.6% |
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 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