+2,960.1%
CSX vs WCC
+1,591.2%
+1,368.9%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +3.3% | -1.7% | +0.7% |
| 7D | -0.3% | +3.3% | -3.6% | -1.4% |
| 30D | +8.7% | -9.4% | +18.1% | +10.7% |
| 3M | +4.2% | -10.5% | +14.7% | +6.0% |
| 6M | +16.7% | -10.4% | +27.1% | +17.5% |
| YTD | +44.5% | +34.4% | +10.1% | +28.9% |
| 1Y | +50.3% | +27.7% | +22.6% | +35.8% |
| 3Y | +76.3% | +137.9% | -61.6% | +26.8% |
| 5Y | +58.1% | +147.0% | -88.9% | +7.1% |
| 10Y | +416.4% | +442.5% | -26.1% | +153.3% |
| All | +2,960.1% | +1,591.2% | +1,368.9% | +840.6% |
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