+67.8%
CSX vs WMB
+275.1%
-207.3%
-29.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | -4.2% |
| 3M | +7.2% | +3.1% | +4.0% | +5.9% |
| 6M | +16.2% | -0.7% | +16.9% | +15.8% |
| YTD | +37.5% | +25.2% | +12.4% | +27.1% |
| 1Y | +53.2% | +32.9% | +20.4% | +38.4% |
| 3Y | +68.2% | +140.6% | -72.3% | +16.7% |
| All | +67.8% | +275.1% | -207.3% | 0.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling