+2,832.7%
CSX vs WCN
+6,839.3%
-4,006.6%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.2% | +2.0% | +1.2% |
| 7D | -3.4% | -0.6% | -2.7% | -3.2% |
| 30D | -3.1% | +0.4% | -3.5% | -3.2% |
| 3M | +7.2% | +7.3% | -0.2% | +4.8% |
| 6M | +16.2% | -2.5% | +18.7% | +16.6% |
| YTD | +37.5% | -5.4% | +42.9% | +39.0% |
| 1Y | +53.2% | -8.5% | +61.7% | +56.2% |
| 3Y | +68.2% | +20.8% | +47.4% | +57.4% |
| 5Y | +65.2% | +30.0% | +35.2% | +51.2% |
| 10Y | +504.1% | +238.4% | +265.7% | +336.6% |
| All | +2,832.7% | +6,839.3% | -4,006.6% | +1,377.5% |
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