+72.2%
CSX vs WAB
+153.4%
-81.2%
-29.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.7% | +0.1% | +0.6% |
| 7D | -3.4% | -3.2% | -0.2% | -2.2% |
| 30D | -3.1% | -4.4% | +1.4% | -1.5% |
| 3M | +7.2% | +7.9% | -0.7% | +3.7% |
| 6M | +16.2% | +8.7% | +7.5% | +11.8% |
| YTD | +37.5% | +33.0% | +4.6% | +22.9% |
| 1Y | +53.2% | +46.7% | +6.6% | +31.9% |
| All | +72.2% | +153.4% | -81.2% | +18.9% |
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