+2,791.9%
CSX vs WBD
+293.1%
+2,498.8%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WBD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.4% | +1.3% | +1.0% |
| 7D | -3.4% | -1.8% | -1.6% | -2.9% |
| 30D | -3.1% | +8.8% | -11.9% | -5.2% |
| 3M | +7.2% | +4.6% | +2.5% | +5.8% |
| 6M | +16.2% | +1.1% | +15.1% | +15.7% |
| YTD | +37.5% | -2.0% | +39.5% | +38.0% |
| 1Y | +53.2% | +140.0% | -86.8% | +18.6% |
| 3Y | +68.2% | +144.4% | -76.1% | +20.2% |
| 5Y | +65.2% | -0.2% | +65.4% | +41.5% |
| 10Y | +504.1% | +9.1% | +495.0% | +317.7% |
| All | +2,791.9% | +293.1% | +2,498.8% | +933.2% |
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