+414.9%
CSX vs WCC
+431.3%
-16.4%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.7% | +1.0% | -0.2% |
| 7D | +6.0% | +9.9% | -4.0% | +3.1% |
| 30D | +7.8% | -8.4% | +16.3% | +9.5% |
| 3M | +4.1% | -10.3% | +14.4% | +5.9% |
| 6M | +17.9% | -10.5% | +28.4% | +18.8% |
| YTD | +44.9% | +32.2% | +12.7% | +28.4% |
| 1Y | +51.1% | +25.5% | +25.6% | +35.8% |
| 3Y | +78.3% | +134.7% | -56.4% | +23.1% |
| 5Y | +58.1% | +139.9% | -81.8% | +1.5% |
| All | +414.9% | +431.3% | -16.4% | +107.0% |
Cumulative growth
Daily Returns
Daily percentage return beside WCC.
Daily Out/Under-Performance
Portfolio return minus WCC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WCC 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 WCC 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