+9,772.3%
CSX vs WM
+26,336.4%
-16,564.1%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.2% | +2.1% | +1.2% |
| 7D | -3.4% | -0.3% | -3.1% | -3.3% |
| 30D | -3.1% | -2.4% | -0.7% | -2.5% |
| 3M | +7.2% | +0.4% | +6.7% | +6.9% |
| 6M | +16.2% | -9.5% | +25.7% | +18.8% |
| YTD | +37.5% | +0.5% | +37.0% | +36.9% |
| 1Y | +53.2% | -1.1% | +54.3% | +52.9% |
| 3Y | +68.2% | +46.0% | +22.2% | +51.2% |
| 5Y | +65.2% | +51.8% | +13.4% | +47.1% |
| 10Y | +504.1% | +307.5% | +196.6% | +332.4% |
| All | +9,772.3% | +26,336.4% | -16,564.1% | +4,936.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling