+4,380.5%
CSX vs WAB
+4,027.3%
+353.2%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -5.6% | +3.2% | -0.3% |
| 7D | -2.7% | -2.5% | -0.2% | -1.9% |
| 30D | +7.0% | -4.4% | +11.4% | +8.5% |
| 3M | -0.3% | -5.9% | +5.6% | +1.7% |
| 6M | +13.5% | +5.9% | +7.6% | +10.3% |
| YTD | +41.5% | +30.9% | +10.6% | +27.0% |
| 1Y | +45.8% | +35.8% | +10.0% | +29.1% |
| 3Y | +74.4% | +154.0% | -79.6% | +20.8% |
| 5Y | +53.6% | +203.9% | -150.3% | -1.1% |
| 10Y | +465.6% | +286.7% | +178.9% | +214.5% |
| All | +4,380.5% | +4,027.3% | +353.2% | +1,156.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling