+67.8%
CSX vs WEC
+31.0%
+36.8%
-29.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | -2.7% |
| 3M | +7.2% | -3.9% | +11.1% | +8.8% |
| 6M | +16.2% | -8.3% | +24.5% | +20.0% |
| YTD | +37.5% | +3.1% | +34.5% | +35.6% |
| 1Y | +53.2% | +1.9% | +51.3% | +51.6% |
| 3Y | +68.2% | +41.9% | +26.3% | +43.9% |
| All | +67.8% | +31.0% | +36.8% | +44.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling