+420.6%
CSX vs WING
+667.7%
-247.1%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WING | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -1.1% | -1.2% | -2.2% |
| 7D | -2.7% | +14.0% | -16.7% | -4.6% |
| 30D | +7.0% | +47.7% | -40.7% | +0.8% |
| 3M | -0.3% | +34.2% | -34.5% | -5.3% |
| 6M | +13.5% | +13.6% | 0.0% | +9.8% |
| YTD | +41.5% | -30.0% | +71.5% | +45.7% |
| 1Y | +45.8% | -33.9% | +79.7% | +51.1% |
| 3Y | +74.4% | -18.7% | +93.1% | +65.2% |
| 5Y | +53.6% | +5.5% | +48.1% | +32.6% |
| 10Y | +465.6% | +696.2% | -230.6% | +198.7% |
| All | +420.6% | +667.7% | -247.1% | +167.3% |
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