+54.1%
CSX vs WING
+8.7%
+45.4%
-29.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WING | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -4.2% | +5.4% | +1.6% |
| 7D | +0.7% | +5.0% | -4.2% | +0.3% |
| 30D | +8.1% | +38.7% | -30.6% | +4.8% |
| 3M | +2.2% | +44.7% | -42.5% | -1.7% |
| 6M | +14.6% | +31.5% | -16.9% | +10.7% |
| YTD | +42.2% | -28.4% | +70.6% | +45.1% |
| 1Y | +47.3% | -28.2% | +75.5% | +50.0% |
| 3Y | +73.5% | -18.4% | +91.9% | +66.5% |
| 5Y | +54.1% | +5.2% | +48.9% | +38.2% |
| All | +54.1% | +8.7% | +45.4% | +38.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling