+414.9%
CSX vs WAB
+266.7%
+148.3%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.8% | +0.2% | -0.3% |
| 7D | +6.0% | +5.1% | +0.9% | +3.6% |
| 30D | +7.8% | +4.0% | +3.8% | +5.6% |
| 3M | +4.1% | +0.1% | +4.0% | +3.6% |
| 6M | +17.9% | +12.8% | +5.1% | +10.5% |
| YTD | +44.9% | +40.1% | +4.8% | +23.0% |
| 1Y | +51.1% | +46.4% | +4.8% | +25.7% |
| 3Y | +78.3% | +167.4% | -89.1% | +10.0% |
| 5Y | +58.1% | +215.0% | -156.9% | -10.8% |
| All | +414.9% | +266.7% | +148.3% | +131.5% |
Cumulative growth
Daily Returns
Daily percentage return beside WAB.
Daily Out/Under-Performance
Portfolio return minus WAB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WAB 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 WAB 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