+66.7%
CSX vs WETO
-99.9%
+166.6%
-16.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WETO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.7% | +2.0% | -0.7% |
| 7D | +6.0% | -39.7% | +45.7% | +5.9% |
| 30D | +7.8% | -26.7% | +34.5% | +7.8% |
| 3M | +4.1% | -83.1% | +87.2% | +4.1% |
| 6M | +17.9% | -98.8% | +116.7% | +17.5% |
| YTD | +44.9% | -99.3% | +144.2% | +44.9% |
| 1Y | +51.1% | -99.4% | +150.5% | +51.2% |
| All | +66.7% | -99.9% | +166.6% | +66.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling