+409.0%
CSX vs WEC
+186.5%
+222.4%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.1% | +1.3% | +1.2% |
| 7D | +0.7% | +1.4% | -0.7% | +0.2% |
| 30D | +8.1% | +12.8% | -4.7% | +3.2% |
| 3M | +2.2% | +11.2% | -9.0% | -2.0% |
| 6M | +14.6% | +6.6% | +8.0% | +11.6% |
| YTD | +42.2% | +13.8% | +28.4% | +35.0% |
| 1Y | +47.3% | +7.6% | +39.7% | +42.8% |
| 3Y | +73.5% | +62.2% | +11.3% | +42.0% |
| 5Y | +54.1% | +52.0% | +2.1% | +28.7% |
| 10Y | +409.0% | +189.4% | +219.6% | +345.7% |
| All | +409.0% | +186.5% | +222.4% | +345.7% |
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