+482.4%
CSX vs WSM
+1,015.9%
-533.5%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.2% | -1.0% | -0.9% |
| 7D | +0.6% | +2.6% | -2.0% | 0.0% |
| 30D | -2.3% | -9.5% | +7.3% | 0.0% |
| 3M | +4.3% | +12.9% | -8.6% | +1.1% |
| 6M | +23.4% | +23.0% | +0.3% | +17.0% |
| YTD | +36.4% | +28.9% | +7.5% | +27.7% |
| 1Y | +53.0% | +13.7% | +39.4% | +46.9% |
| 3Y | +70.6% | +232.6% | -162.0% | +19.8% |
| 5Y | +65.5% | +185.9% | -120.4% | +15.7% |
| 10Y | +482.4% | +998.6% | -516.2% | +148.2% |
| All | +482.4% | +1,015.9% | -533.5% | +148.2% |
Cumulative growth
Daily Returns
Daily percentage return beside WSM.
Daily Out/Under-Performance
Portfolio return minus WSM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WSM 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 WSM 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