+418.4%
CSX vs WING
+620.6%
-202.2%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WING | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -4.5% | +5.4% | +1.6% |
| 7D | +3.1% | -3.9% | +7.0% | +3.6% |
| 30D | +9.7% | +26.6% | -16.9% | +5.8% |
| 3M | +4.9% | +42.5% | -37.6% | -1.1% |
| 6M | +18.4% | +29.4% | -11.1% | +12.3% |
| YTD | +45.9% | -32.8% | +78.6% | +50.9% |
| 1Y | +50.0% | -33.5% | +83.4% | +55.0% |
| 3Y | +78.0% | -23.4% | +101.4% | +70.1% |
| 5Y | +59.2% | -0.4% | +59.6% | +38.9% |
| All | +418.4% | +620.6% | -202.2% | +197.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling