+74.5%
CSX vs WEC
+60.5%
+14.0%
-29.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +1.1% | +1.7% | +2.4% |
| 7D | -2.2% | +0.2% | -2.4% | -2.2% |
| 30D | +6.8% | +12.9% | -6.1% | +3.0% |
| 3M | +0.7% | +9.8% | -9.1% | -2.2% |
| 6M | +13.3% | +6.7% | +6.5% | +10.9% |
| YTD | +40.5% | +14.0% | +26.6% | +35.2% |
| 1Y | +44.7% | +7.3% | +37.3% | +41.5% |
| 3Y | +74.5% | +63.8% | +10.7% | +50.1% |
| All | +74.5% | +60.5% | +14.0% | +50.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling