+58.1%
CSX vs WAB
+224.0%
-165.9%
-29.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.2% | +1.4% | +1.5% |
| 7D | -0.3% | +3.1% | -3.4% | -1.7% |
| 30D | +8.7% | +6.4% | +2.2% | +5.4% |
| 3M | +4.2% | +2.2% | +2.0% | +2.9% |
| 6M | +16.7% | +13.7% | +3.0% | +9.0% |
| YTD | +44.5% | +43.0% | +1.5% | +21.1% |
| 1Y | +50.3% | +47.0% | +3.3% | +24.3% |
| 3Y | +76.3% | +174.4% | -98.1% | +3.1% |
| 5Y | +58.1% | +222.2% | -164.0% | -16.4% |
| All | +58.1% | +224.0% | -165.9% | -16.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling