+48.2%
CSX vs WAT
+32.4%
+15.8%
-29.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | +1.0% | -4.4% | -3.6% |
| 7D | -5.5% | -1.1% | -4.4% | -5.3% |
| 30D | +4.9% | +5.0% | 0.0% | +3.6% |
| 3M | -2.9% | +14.5% | -17.3% | -6.2% |
| 6M | +8.3% | +30.9% | -22.6% | +0.9% |
| YTD | +36.7% | +20.5% | +16.3% | +29.0% |
| 1Y | +41.5% | +23.3% | +18.2% | +32.5% |
| 3Y | +68.6% | +81.5% | -12.9% | +34.2% |
| All | +48.2% | +32.4% | +15.8% | +30.1% |
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