+427.3%
CSX vs WAB
+287.6%
+139.7%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | +1.8% | -5.2% | -4.2% |
| 7D | -5.5% | +1.4% | -6.9% | -6.2% |
| 30D | +4.9% | +0.4% | +4.5% | +4.4% |
| 3M | -2.9% | -3.8% | +1.0% | -1.6% |
| 6M | +8.3% | +5.1% | +3.3% | +4.8% |
| YTD | +36.7% | +33.3% | +3.4% | +18.6% |
| 1Y | +41.5% | +39.8% | +1.7% | +20.0% |
| 3Y | +68.6% | +161.1% | -92.4% | +4.9% |
| 5Y | +48.4% | +209.5% | -161.0% | -15.8% |
| All | +427.3% | +287.6% | +139.7% | +125.5% |
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