+409.0%
CSX vs WPM
+556.6%
-147.7%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WPM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -5.1% | +6.3% | +1.5% |
| 7D | +0.7% | +16.4% | -15.6% | -0.4% |
| 30D | +8.1% | -1.5% | +9.5% | +8.0% |
| 3M | +2.2% | +2.6% | -0.4% | +1.7% |
| 6M | +14.6% | -1.3% | +15.9% | +14.2% |
| YTD | +42.2% | +16.8% | +25.4% | +39.5% |
| 1Y | +47.3% | +34.1% | +13.2% | +43.0% |
| 3Y | +73.5% | +225.1% | -151.6% | +55.1% |
| 5Y | +54.1% | +234.5% | -180.4% | +35.8% |
| 10Y | +409.0% | +674.1% | -265.1% | +345.9% |
| All | +409.0% | +556.6% | -147.7% | +345.9% |
Cumulative growth
Daily Returns
Daily percentage return beside WPM.
Daily Out/Under-Performance
Portfolio return minus WPM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WPM 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 WPM 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