+2,813.3%
CSX vs WCC
+1,713.7%
+1,099.5%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +3.9% | -3.0% | -0.2% |
| 7D | -3.4% | +4.5% | -7.9% | -4.6% |
| 30D | -3.1% | -5.8% | +2.7% | -1.6% |
| 3M | +7.2% | -3.7% | +10.8% | +7.2% |
| 6M | +16.2% | +23.1% | -6.9% | +7.9% |
| YTD | +37.5% | +44.2% | -6.6% | +21.8% |
| 1Y | +53.2% | +62.1% | -8.9% | +30.5% |
| 3Y | +68.2% | +121.1% | -52.9% | +24.7% |
| 5Y | +65.2% | +214.0% | -148.7% | +5.5% |
| 10Y | +504.1% | +472.8% | +31.3% | +194.7% |
| All | +2,813.3% | +1,713.7% | +1,099.5% | +788.9% |
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