+53.2%
CSX vs WING
-65.5%
+118.8%
-11.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WING | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.0% | +1.8% | +0.9% |
| 7D | -3.4% | -3.9% | +0.5% | -3.3% |
| 30D | -3.1% | -11.6% | +8.5% | -2.8% |
| 3M | +7.2% | -24.2% | +31.4% | +8.1% |
| 6M | +16.2% | -54.1% | +70.2% | +19.3% |
| YTD | +37.5% | -53.9% | +91.4% | +41.2% |
| 1Y | +53.2% | -64.4% | +117.6% | +62.0% |
| All | +53.2% | -65.5% | +118.8% | +62.0% |
Cumulative growth
Daily Returns
Daily percentage return beside WING.
Daily Out/Under-Performance
Portfolio return minus WING return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WING 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 1y: compounded portfolio wealth divided by compounded WING 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…
1y analysis · Full analysis span regression · 6 months rolling