+74.5%
CSX vs WAT
+73.0%
+1.5%
-29.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -3.1% | +0.8% | -1.8% |
| 7D | -2.7% | -5.6% | +2.9% | -1.7% |
| 30D | +7.0% | +3.8% | +3.2% | +6.3% |
| 3M | -0.3% | +13.3% | -13.6% | -2.6% |
| 6M | +13.5% | +32.2% | -18.7% | +7.7% |
| YTD | +41.5% | +19.3% | +22.2% | +36.1% |
| 1Y | +45.8% | +21.8% | +24.0% | +39.5% |
| All | +74.5% | +73.0% | +1.5% | +50.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling