+406.1%
CSX vs WING
+405.9%
+0.2%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WING | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.0% | +1.8% | +1.0% |
| 7D | -3.4% | -3.9% | +0.5% | -2.8% |
| 30D | -3.1% | -11.6% | +8.5% | -1.6% |
| 3M | +7.2% | -24.2% | +31.4% | +10.9% |
| 6M | +16.2% | -54.1% | +70.2% | +29.1% |
| YTD | +37.5% | -53.9% | +91.4% | +51.4% |
| 1Y | +53.2% | -64.4% | +117.6% | +74.9% |
| 3Y | +68.2% | -30.2% | +98.4% | +61.4% |
| 5Y | +65.2% | -34.1% | +99.3% | +53.7% |
| 10Y | +504.1% | +342.1% | +162.0% | +252.7% |
| All | +406.1% | +405.9% | +0.2% | +177.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling