+67.8%
CSX vs WCC
+216.1%
-148.3%
-29.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +3.9% | -3.0% | 0.0% |
| 7D | -3.4% | +4.5% | -7.9% | -4.3% |
| 30D | -3.1% | -5.8% | +2.7% | -1.9% |
| 3M | +7.2% | -3.7% | +10.8% | +7.3% |
| 6M | +16.2% | +23.1% | -6.9% | +9.5% |
| YTD | +37.5% | +44.2% | -6.6% | +24.7% |
| 1Y | +53.2% | +62.1% | -8.9% | +34.5% |
| 3Y | +68.2% | +121.1% | -52.9% | +31.4% |
| All | +67.8% | +216.1% | -148.3% | +13.0% |
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 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