+2,815.5%
CSX vs WCN
+7,873.9%
-5,058.4%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -1.4% | -2.0% | -3.0% |
| 7D | -5.5% | +2.9% | -8.4% | -6.3% |
| 30D | +4.9% | +22.1% | -17.2% | -1.0% |
| 3M | -2.9% | +13.2% | -16.0% | -6.3% |
| 6M | +8.3% | +23.7% | -15.4% | +1.6% |
| YTD | +36.7% | +8.7% | +28.0% | +32.7% |
| 1Y | +41.5% | +15.3% | +26.2% | +35.0% |
| 3Y | +68.6% | +46.0% | +22.6% | +49.4% |
| 5Y | +48.4% | +45.9% | +2.5% | +31.3% |
| 10Y | +446.6% | +311.1% | +135.5% | +274.5% |
| All | +2,815.5% | +7,873.9% | -5,058.4% | +1,310.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling