+416.4%
CSX vs WEC
+190.8%
+225.6%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.4% | +1.2% | +1.5% |
| 7D | -0.3% | -0.5% | +0.3% | -0.1% |
| 30D | +8.7% | +12.0% | -3.3% | +4.1% |
| 3M | +4.2% | +11.1% | -6.9% | 0.0% |
| 6M | +16.7% | +6.0% | +10.7% | +13.9% |
| YTD | +44.5% | +14.3% | +30.2% | +36.9% |
| 1Y | +50.3% | +8.0% | +42.3% | +45.5% |
| 3Y | +76.3% | +62.8% | +13.5% | +44.1% |
| 5Y | +58.1% | +55.3% | +2.8% | +31.0% |
| 10Y | +416.4% | +193.2% | +223.2% | +353.6% |
| All | +416.4% | +190.8% | +225.6% | +353.6% |
Cumulative growth
Daily Returns
Daily percentage return beside WEC.
Daily Out/Under-Performance
Portfolio return minus WEC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WEC 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 WEC 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