+53.2%
CSX vs WAT
+41.4%
+11.8%
-11.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.0% | +1.9% | +0.9% |
| 7D | -3.4% | -1.3% | -2.1% | -3.3% |
| 30D | -3.1% | +2.3% | -5.4% | -3.2% |
| 3M | +7.2% | +8.7% | -1.6% | +6.6% |
| 6M | +16.2% | +28.3% | -12.1% | +13.9% |
| YTD | +37.5% | +7.8% | +29.8% | +35.7% |
| 1Y | +53.2% | +36.6% | +16.6% | +51.8% |
| All | +53.2% | +41.4% | +11.8% | +51.8% |
Cumulative growth
Daily Returns
Daily percentage return beside WAT.
Daily Out/Under-Performance
Portfolio return minus WAT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WAT 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 1y: compounded portfolio wealth divided by compounded WAT 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…
1y analysis · Full analysis span regression · 6 months rolling