+53.6%
CSX vs WM
+62.1%
-8.4%
-29.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +1.2% | -3.5% | -2.8% |
| 7D | -2.7% | +4.5% | -7.2% | -4.4% |
| 30D | +7.0% | +16.1% | -9.1% | +0.7% |
| 3M | -0.3% | +8.0% | -8.3% | -3.5% |
| 6M | +13.5% | +8.4% | +5.1% | +9.3% |
| YTD | +41.5% | +11.2% | +30.3% | +34.2% |
| 1Y | +45.8% | +22.3% | +23.4% | +32.3% |
| 3Y | +74.4% | +50.2% | +24.1% | +36.9% |
| 5Y | +53.6% | +63.3% | -9.7% | +12.8% |
| All | +53.6% | +62.1% | -8.4% | +12.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling