+10,056.0%
CSX vs WM
+29,154.7%
-19,098.7%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +1.2% | -3.5% | -2.6% |
| 7D | -2.7% | +4.5% | -7.2% | -3.8% |
| 30D | +7.0% | +16.1% | -9.1% | +3.0% |
| 3M | -0.3% | +8.0% | -8.3% | -2.3% |
| 6M | +13.5% | +8.4% | +5.1% | +10.9% |
| YTD | +41.5% | +11.2% | +30.3% | +37.2% |
| 1Y | +45.8% | +22.3% | +23.4% | +37.9% |
| 3Y | +74.4% | +50.2% | +24.1% | +55.6% |
| 5Y | +53.6% | +63.3% | -9.7% | +34.2% |
| 10Y | +465.6% | +355.0% | +110.6% | +293.7% |
| All | +10,056.0% | +29,154.7% | -19,098.7% | +4,947.5% |
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 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