+41.5%
CSX vs WING
-35.4%
+76.9%
-13.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WING | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -1.5% | -1.9% | -3.3% |
| 7D | -5.5% | +9.0% | -14.6% | -5.7% |
| 30D | +4.9% | +39.9% | -35.0% | +4.0% |
| 3M | -2.9% | +40.4% | -43.3% | -3.8% |
| 6M | +8.3% | +12.9% | -4.5% | +8.3% |
| YTD | +36.7% | -31.1% | +67.8% | +39.7% |
| 1Y | +41.5% | -32.7% | +74.2% | +44.5% |
| All | +41.5% | -35.4% | +76.9% | +44.5% |
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