+54.9%
CSX vs WETO
-99.4%
+154.3%
-16.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WETO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -5.1% | +3.8% | -1.3% |
| 7D | -0.6% | -38.7% | +38.1% | -0.6% |
| 30D | -3.2% | -51.3% | +48.1% | -3.3% |
| 3M | +2.6% | -97.8% | +100.4% | +1.6% |
| 6M | +19.8% | -94.8% | +114.6% | +19.8% |
| YTD | +34.7% | -97.2% | +131.8% | +34.7% |
| 1Y | +52.1% | -98.9% | +151.1% | +52.2% |
| All | +54.9% | -99.4% | +154.3% | +55.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling