+427.3%
CSX vs WSM
+1,223.7%
-796.4%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -1.8% | -1.6% | -3.0% |
| 7D | -5.5% | +0.5% | -6.1% | -5.7% |
| 30D | +4.9% | +6.0% | -1.0% | +3.5% |
| 3M | -2.9% | +3.2% | -6.1% | -3.7% |
| 6M | +8.3% | +37.1% | -28.8% | +0.2% |
| YTD | +36.7% | +44.2% | -7.4% | +24.6% |
| 1Y | +41.5% | +34.2% | +7.3% | +31.0% |
| 3Y | +68.6% | +249.3% | -180.6% | +17.6% |
| 5Y | +48.4% | +169.3% | -120.8% | +6.3% |
| All | +427.3% | +1,223.7% | -796.4% | +110.4% |
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