+427.3%
CSX vs WING
+679.4%
-252.1%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WING | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -1.5% | -1.9% | -3.2% |
| 7D | -5.5% | +9.0% | -14.6% | -6.7% |
| 30D | +4.9% | +39.9% | -35.0% | -0.2% |
| 3M | -2.9% | +40.4% | -43.3% | -8.1% |
| 6M | +8.3% | +12.9% | -4.5% | +5.0% |
| YTD | +36.7% | -31.1% | +67.8% | +41.0% |
| 1Y | +41.5% | -32.7% | +74.2% | +46.1% |
| 3Y | +68.6% | -19.8% | +88.4% | +60.0% |
| 5Y | +48.4% | +4.0% | +44.5% | +28.6% |
| All | +427.3% | +679.4% | -252.1% | +204.9% |
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