+1,622.9%
CSX vs WBD
+40.9%
+1,581.9%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WBD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +5.1% | -3.3% | +0.3% |
| 7D | +1.0% | -13.9% | +14.9% | +4.7% |
| 30D | -2.9% | -7.6% | +4.7% | -1.7% |
| 3M | -0.4% | -28.3% | +27.9% | +8.0% |
| 6M | -2.8% | -22.3% | +19.5% | +1.8% |
| YTD | +0.2% | +6.9% | -6.7% | -6.5% |
| 1Y | -0.3% | -6.2% | +5.9% | -3.6% |
| 3Y | +4.6% | -55.8% | +60.4% | +7.6% |
| 5Y | +39.0% | -69.3% | +108.3% | +58.5% |
| 10Y | +308.0% | -76.8% | +384.8% | +387.0% |
| All | +1,622.9% | +40.9% | +1,581.9% | +783.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling