+3,682.0%
CSX vs WAT
+11,982.1%
-8,300.1%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -3.1% | +0.8% | -1.6% |
| 7D | -2.7% | -5.6% | +2.9% | -1.4% |
| 30D | +7.0% | +3.8% | +3.2% | +6.0% |
| 3M | -0.3% | +13.3% | -13.6% | -3.5% |
| 6M | +13.5% | +32.2% | -18.7% | +5.5% |
| YTD | +41.5% | +19.3% | +22.2% | +33.5% |
| 1Y | +45.8% | +21.8% | +24.0% | +36.8% |
| 3Y | +74.4% | +73.9% | +0.4% | +46.1% |
| 5Y | +53.6% | +32.1% | +21.5% | +36.1% |
| 10Y | +465.6% | +228.2% | +237.4% | +301.2% |
| All | +3,682.0% | +11,982.1% | -8,300.1% | +1,735.6% |
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 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