+418.4%
CSX vs WAT
+223.8%
+194.6%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -1.8% | +2.8% | +1.6% |
| 7D | +3.1% | +2.0% | +1.1% | +2.4% |
| 30D | +9.7% | +7.7% | +2.0% | +6.9% |
| 3M | +4.9% | +11.1% | -6.1% | +0.9% |
| 6M | +18.4% | +31.2% | -12.9% | +7.0% |
| YTD | +45.9% | +21.7% | +24.2% | +33.5% |
| 1Y | +50.0% | +19.3% | +30.7% | +38.2% |
| 3Y | +78.0% | +80.6% | -2.6% | +31.5% |
| 5Y | +59.2% | +29.5% | +29.6% | +32.6% |
| All | +418.4% | +223.8% | +194.6% | +207.3% |
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