+504.6%
CSX vs WM
+306.5%
+198.1%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.2% | +2.1% | +1.6% |
| 7D | -3.4% | -0.3% | -3.1% | -3.2% |
| 30D | -3.1% | -2.4% | -0.7% | -1.8% |
| 3M | +7.2% | +0.4% | +6.7% | +6.3% |
| 6M | +16.2% | -9.5% | +25.7% | +22.3% |
| YTD | +37.5% | +0.5% | +37.0% | +35.3% |
| 1Y | +53.2% | -1.1% | +54.3% | +51.7% |
| 3Y | +68.2% | +46.0% | +22.2% | +23.4% |
| 5Y | +65.2% | +51.8% | +13.4% | +16.0% |
| All | +504.6% | +306.5% | +198.1% | +139.5% |
Cumulative growth
Daily Returns
Daily percentage return beside WM.
Daily Out/Under-Performance
Portfolio return minus WM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WM 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 WM 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