+54.1%
CSX vs WCC
+145.3%
-91.2%
-29.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.1% | +1.1% | +1.2% |
| 7D | +0.7% | -9.9% | +10.6% | +2.6% |
| 30D | +8.1% | -13.4% | +21.5% | +10.6% |
| 3M | +2.2% | -13.5% | +15.7% | +4.3% |
| 6M | +14.6% | -10.6% | +25.2% | +15.3% |
| YTD | +42.2% | +30.1% | +12.1% | +30.4% |
| 1Y | +47.3% | +22.3% | +25.0% | +36.8% |
| 3Y | +73.5% | +130.3% | -56.8% | +32.3% |
| 5Y | +54.1% | +144.5% | -90.4% | +10.7% |
| All | +54.1% | +145.3% | -91.2% | +10.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling