+48.2%
CSX vs WPM
+246.3%
-198.1%
-29.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WPM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | +2.9% | -6.3% | -3.6% |
| 7D | -5.5% | +16.9% | -22.4% | -6.8% |
| 30D | +4.9% | +2.0% | +3.0% | +4.6% |
| 3M | -2.9% | +8.9% | -11.8% | -3.9% |
| 6M | +8.3% | +1.6% | +6.8% | +7.6% |
| YTD | +36.7% | +16.5% | +20.2% | +33.5% |
| 1Y | +41.5% | +42.2% | -0.7% | +35.5% |
| 3Y | +68.6% | +213.3% | -144.7% | +41.5% |
| All | +48.2% | +246.3% | -198.1% | +19.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling