+50.3%
CSX vs WAT
+23.9%
+26.4%
-13.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -1.0% | +2.6% | +1.7% |
| 7D | -0.3% | +0.7% | -1.0% | -0.4% |
| 30D | +8.7% | +9.0% | -0.3% | +8.0% |
| 3M | +4.2% | +13.5% | -9.3% | +3.2% |
| 6M | +16.7% | +35.3% | -18.6% | +14.4% |
| YTD | +44.5% | +24.0% | +20.5% | +40.6% |
| 1Y | +50.3% | +22.0% | +28.3% | +47.0% |
| All | +50.3% | +23.9% | +26.4% | +47.0% |
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