+67.8%
CSX vs WAT
-3.2%
+71.0%
-29.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.0% | +1.9% | +1.1% |
| 7D | -3.4% | -1.3% | -2.1% | -3.1% |
| 30D | -3.1% | +2.3% | -5.4% | -3.7% |
| 3M | +7.2% | +8.7% | -1.6% | +4.9% |
| 6M | +16.2% | +28.3% | -12.1% | +8.2% |
| YTD | +37.5% | +7.8% | +29.8% | +33.5% |
| 1Y | +53.2% | +36.6% | +16.6% | +38.6% |
| 3Y | +68.2% | +45.7% | +22.6% | +43.7% |
| All | +67.8% | -3.2% | +71.0% | +52.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling