+412.6%
CSX vs WCN
+302.6%
+110.0%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +0.5% | +2.3% | +2.5% |
| 7D | -2.2% | +1.2% | -3.4% | -2.8% |
| 30D | +6.8% | +24.6% | -17.8% | -6.0% |
| 3M | +0.7% | +14.2% | -13.5% | -7.0% |
| 6M | +13.3% | +25.7% | -12.4% | -1.6% |
| YTD | +40.5% | +9.3% | +31.2% | +31.7% |
| 1Y | +44.7% | +15.3% | +29.4% | +31.0% |
| 3Y | +74.5% | +48.6% | +25.9% | +29.4% |
| 5Y | +52.0% | +46.9% | +5.1% | +11.4% |
| 10Y | +412.6% | +298.1% | +114.5% | +120.2% |
| All | +412.6% | +302.6% | +110.0% | +120.2% |
Cumulative growth
Daily Returns
Daily percentage return beside WCN.
Daily Out/Under-Performance
Portfolio return minus WCN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WCN 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 10y: compounded portfolio wealth divided by compounded WCN 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…
10y analysis · Full analysis span regression · 6 months rolling