+427.3%
CSX vs WAT
+227.3%
+200.0%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | +1.0% | -4.4% | -3.7% |
| 7D | -5.5% | -1.1% | -4.4% | -5.2% |
| 30D | +4.9% | +5.0% | 0.0% | +3.1% |
| 3M | -2.9% | +14.5% | -17.3% | -7.5% |
| 6M | +8.3% | +30.9% | -22.6% | -2.0% |
| YTD | +36.7% | +20.5% | +16.3% | +25.6% |
| 1Y | +41.5% | +23.3% | +18.2% | +28.7% |
| 3Y | +68.6% | +81.5% | -12.9% | +24.1% |
| 5Y | +48.4% | +33.4% | +15.1% | +21.7% |
| All | +427.3% | +227.3% | +200.0% | +210.7% |
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