+67.8%
CSX vs WM
+52.1%
+15.7%
-29.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.2% | +2.1% | +1.3% |
| 7D | -3.4% | -0.3% | -3.1% | -3.3% |
| 30D | -3.1% | -2.4% | -0.7% | -2.2% |
| 3M | +7.2% | +0.4% | +6.7% | +6.6% |
| 6M | +16.2% | -9.5% | +25.7% | +20.4% |
| YTD | +37.5% | +0.5% | +37.0% | +36.0% |
| 1Y | +53.2% | -1.1% | +54.3% | +52.3% |
| 3Y | +68.2% | +46.0% | +22.2% | +32.2% |
| All | +67.8% | +52.1% | +15.7% | +25.7% |
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