+74.9%
CSX vs WAB
+173.8%
-98.9%
-29.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +1.8% | -0.6% | +0.6% |
| 7D | +0.7% | +4.0% | -3.3% | -0.7% |
| 30D | +8.1% | +6.3% | +1.8% | +5.5% |
| 3M | +2.2% | +3.3% | -1.1% | +0.8% |
| 6M | +14.6% | +14.5% | +0.1% | +8.2% |
| YTD | +42.2% | +42.7% | -0.5% | +23.6% |
| 1Y | +47.3% | +45.2% | +2.1% | +27.1% |
| All | +74.9% | +173.8% | -98.9% | +12.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling