+2,920.3%
CSX vs WPM
+5,085.8%
-2,165.5%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WPM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +0.7% | -3.1% | -2.5% |
| 7D | -2.7% | +7.5% | -10.2% | -3.8% |
| 30D | +7.0% | -3.8% | +10.8% | +7.4% |
| 3M | -0.3% | +8.0% | -8.3% | -2.0% |
| 6M | +13.5% | +6.1% | +7.5% | +11.3% |
| YTD | +41.5% | +13.2% | +28.3% | +36.4% |
| 1Y | +45.8% | +37.9% | +7.9% | +36.1% |
| 3Y | +74.4% | +201.7% | -127.4% | +41.4% |
| 5Y | +53.6% | +240.0% | -186.4% | +20.4% |
| 10Y | +465.6% | +531.0% | -65.4% | +278.6% |
| All | +2,920.3% | +5,085.8% | -2,165.5% | +1,149.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling