+57.1%
CSX vs WETO
-99.4%
+156.4%
-16.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WETO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +7.1% | -5.7% | +1.4% |
| 7D | +0.1% | -19.9% | +20.0% | +0.1% |
| 30D | -1.5% | -42.7% | +41.1% | -1.6% |
| 3M | +6.0% | -97.7% | +103.7% | +4.9% |
| 6M | +20.6% | -94.4% | +115.0% | +20.5% |
| YTD | +36.5% | -97.0% | +133.5% | +36.5% |
| 1Y | +55.0% | -98.9% | +153.8% | +55.0% |
| All | +57.1% | -99.4% | +156.4% | +57.1% |
Cumulative growth
Daily Returns
Daily percentage return beside WETO.
Daily Out/Under-Performance
Portfolio return minus WETO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WETO 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 10y: compounded portfolio wealth divided by compounded WETO 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…
10y analysis · Full analysis span regression · 6 months rolling