+3,576.3%
CSX vs WAT
+10,816.8%
-7,240.5%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +4.8% |
| 6M | +16.2% | +28.3% | -12.1% | +8.3% |
| YTD | +37.5% | +7.8% | +29.8% | +33.2% |
| 1Y | +53.2% | +36.6% | +16.6% | +39.5% |
| 3Y | +68.2% | +45.7% | +22.6% | +47.2% |
| 5Y | +65.2% | -3.3% | +68.5% | +57.8% |
| 10Y | +504.1% | +162.1% | +342.0% | +350.5% |
| All | +3,576.3% | +10,816.8% | -7,240.5% | +1,731.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling