+72.2%
CSX vs WEC
+42.1%
+30.2%
-29.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.7% | +1.6% | +1.1% |
| 7D | -3.4% | -0.3% | -3.1% | -3.3% |
| 30D | -3.1% | -1.3% | -1.8% | -2.8% |
| 3M | +7.2% | -3.9% | +11.1% | +8.4% |
| 6M | +16.2% | -8.3% | +24.5% | +19.1% |
| YTD | +37.5% | +3.1% | +34.5% | +36.4% |
| 1Y | +53.2% | +1.9% | +51.3% | +52.5% |
| All | +72.2% | +42.1% | +30.2% | +56.8% |
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