+46.4%
CSX vs WEC
+9.0%
+37.4%
-13.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +0.2% | -2.5% | -2.4% |
| 7D | -2.7% | +3.2% | -5.9% | -3.9% |
| 30D | +7.0% | +14.7% | -7.7% | +1.8% |
| 3M | -0.3% | +10.2% | -10.5% | -4.0% |
| 6M | +13.5% | +4.5% | +9.1% | +11.9% |
| YTD | +41.5% | +15.1% | +26.4% | +36.3% |
| All | +46.4% | +9.0% | +37.4% | +41.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling