+482.4%
CSX vs WBD
+12.5%
+469.9%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WBD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.5% | -0.4% | -0.8% |
| 7D | +0.6% | -0.7% | +1.3% | +0.7% |
| 30D | -2.3% | +5.0% | -7.3% | -3.0% |
| 3M | +4.3% | +6.2% | -1.9% | +3.2% |
| 6M | +23.4% | +0.6% | +22.8% | +23.2% |
| YTD | +36.4% | -2.4% | +38.8% | +36.8% |
| 1Y | +53.0% | +127.7% | -74.7% | +31.6% |
| 3Y | +70.6% | +148.4% | -77.8% | +38.3% |
| 5Y | +65.5% | +4.2% | +61.2% | +50.5% |
| 10Y | +482.4% | +10.8% | +471.6% | +340.7% |
| All | +482.4% | +12.5% | +469.9% | +340.7% |
Cumulative growth
Daily Returns
Daily percentage return beside WBD.
Daily Out/Under-Performance
Portfolio return minus WBD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WBD 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 10y: compounded portfolio wealth divided by compounded WBD 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…
10y analysis · Full analysis span regression · 6 months rolling