+56.9%
CSX vs WETO
-99.4%
+156.3%
-16.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WETO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.4% | -0.4% | -0.8% |
| 7D | +0.6% | -57.2% | +57.9% | +0.6% |
| 30D | -2.3% | -48.8% | +46.5% | -2.3% |
| 3M | +4.3% | -97.7% | +102.0% | +3.3% |
| 6M | +23.4% | -94.3% | +117.7% | +23.3% |
| YTD | +36.4% | -97.0% | +133.4% | +36.4% |
| 1Y | +53.0% | -98.9% | +151.9% | +53.1% |
| All | +56.9% | -99.4% | +156.3% | +57.0% |
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 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