+53.3%
CSX vs WCC
+112.3%
-59.0%
-29.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -9.6% | +7.2% | -0.4% |
| 7D | -2.7% | -21.9% | +19.2% | +2.0% |
| 30D | +7.0% | -25.4% | +32.4% | +13.0% |
| 3M | -0.3% | -23.1% | +22.8% | +4.3% |
| 6M | +13.5% | -18.1% | +31.6% | +16.3% |
| YTD | +41.5% | +17.7% | +23.8% | +32.5% |
| 1Y | +45.8% | +12.4% | +33.4% | +37.7% |
| 3Y | +74.4% | +105.9% | -31.5% | +36.1% |
| All | +53.3% | +112.3% | -59.0% | +13.2% |
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