+2,796.2%
CSX vs WCC
+1,412.6%
+1,383.6%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | +2.2% | -5.5% | -4.0% |
| 7D | -5.5% | -14.7% | +9.2% | -1.8% |
| 30D | +4.9% | -20.1% | +25.0% | +10.6% |
| 3M | -2.9% | -21.2% | +18.3% | +2.3% |
| 6M | +8.3% | -19.2% | +27.5% | +12.3% |
| YTD | +36.7% | +20.2% | +16.5% | +25.8% |
| 1Y | +41.5% | +14.5% | +27.0% | +31.7% |
| 3Y | +68.6% | +115.1% | -46.5% | +24.7% |
| 5Y | +48.4% | +121.5% | -73.1% | +3.6% |
| 10Y | +446.6% | +468.1% | -21.5% | +165.2% |
| All | +2,796.2% | +1,412.6% | +1,383.6% | +818.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling