+504.6%
CSX vs WMB
+333.1%
+171.4%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.1% | +0.7% | +0.8% |
| 7D | -3.4% | +0.6% | -4.0% | -3.6% |
| 30D | -3.1% | +3.3% | -6.3% | -4.4% |
| 3M | +7.2% | +3.1% | +4.0% | +5.6% |
| 6M | +16.2% | -0.7% | +16.9% | +15.7% |
| YTD | +37.5% | +25.2% | +12.4% | +25.5% |
| 1Y | +53.2% | +32.9% | +20.4% | +36.3% |
| 3Y | +68.2% | +140.6% | -72.3% | +16.1% |
| 5Y | +65.2% | +273.5% | -208.2% | -5.1% |
| All | +504.6% | +333.1% | +171.4% | +199.8% |
Cumulative growth
Daily Returns
Daily percentage return beside WMB.
Daily Out/Under-Performance
Portfolio return minus WMB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WMB 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 WMB 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