+412.6%
CSX vs WAT
+232.2%
+180.5%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +4.2% | -1.4% | +1.4% |
| 7D | -2.2% | +6.0% | -8.3% | -4.1% |
| 30D | +6.8% | +9.9% | -3.1% | +3.4% |
| 3M | +0.7% | +17.2% | -16.5% | -4.9% |
| 6M | +13.3% | +34.2% | -21.0% | +1.6% |
| YTD | +40.5% | +25.5% | +15.0% | +27.3% |
| 1Y | +44.7% | +28.3% | +16.4% | +29.9% |
| 3Y | +74.5% | +88.4% | -13.9% | +27.0% |
| 5Y | +52.0% | +36.1% | +15.9% | +24.2% |
| 10Y | +412.6% | +234.8% | +177.8% | +199.1% |
| All | +412.6% | +232.2% | +180.5% | +199.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling