+3,554.8%
CSX vs WAT
+12,102.7%
-8,547.9%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +28.7% |
| 1Y | +41.5% | +23.3% | +18.2% | +32.4% |
| 3Y | +68.6% | +81.5% | -12.9% | +39.9% |
| 5Y | +48.4% | +33.4% | +15.1% | +31.2% |
| 10Y | +446.6% | +231.5% | +215.1% | +286.7% |
| All | +3,554.8% | +12,102.7% | -8,547.9% | +1,669.4% |
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