+58.3%
CSX vs WSM
+163.9%
-105.6%
-29.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.5% | -2.1% | -0.9% |
| 7D | +6.0% | 0.0% | +6.0% | +5.9% |
| 30D | +7.8% | +5.1% | +2.7% | +6.8% |
| 3M | +4.1% | +5.1% | -1.0% | +3.0% |
| 6M | +17.9% | +48.6% | -30.7% | +9.0% |
| YTD | +44.9% | +44.2% | +0.7% | +34.4% |
| 1Y | +51.1% | +38.1% | +13.1% | +41.2% |
| 3Y | +78.3% | +257.2% | -179.0% | +32.1% |
| All | +58.3% | +163.9% | -105.6% | +18.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling