+409.0%
CSX vs WMB
+265.8%
+143.2%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +1.5% | -0.3% | +0.7% |
| 7D | +0.7% | -6.9% | +7.6% | +3.1% |
| 30D | +8.1% | -7.2% | +15.3% | +10.4% |
| 3M | +2.2% | -5.4% | +7.6% | +3.4% |
| 6M | +14.6% | -4.9% | +19.5% | +15.3% |
| YTD | +42.2% | +14.7% | +27.5% | +33.1% |
| 1Y | +47.3% | +14.7% | +32.6% | +37.7% |
| 3Y | +73.5% | +116.4% | -42.8% | +23.8% |
| 5Y | +54.1% | +198.5% | -144.4% | -4.1% |
| 10Y | +409.0% | +266.3% | +142.7% | +166.7% |
| All | +409.0% | +265.8% | +143.2% | +166.7% |
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