+10,056.0%
CSX vs WEC
+4,455.0%
+5,601.0%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +0.2% | -2.5% | -2.4% |
| 7D | -2.7% | +3.2% | -5.9% | -4.0% |
| 30D | +7.0% | +14.7% | -7.7% | +1.0% |
| 3M | -0.3% | +10.2% | -10.5% | -4.5% |
| 6M | +13.5% | +4.5% | +9.1% | +11.2% |
| YTD | +41.5% | +15.1% | +26.4% | +32.9% |
| 1Y | +45.8% | +9.4% | +36.4% | +39.8% |
| 3Y | +74.4% | +56.9% | +17.5% | +41.8% |
| 5Y | +53.6% | +54.4% | -0.8% | +24.6% |
| 10Y | +465.6% | +183.5% | +282.1% | +238.9% |
| All | +10,056.0% | +4,455.0% | +5,601.0% | +2,082.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling