+9,772.3%
CSX vs WSM
+34,755.7%
-24,983.4%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +2.1% | -1.2% | +0.5% |
| 7D | -3.4% | -3.3% | -0.1% | -2.8% |
| 30D | -3.1% | -8.4% | +5.3% | -1.5% |
| 3M | +7.2% | +9.7% | -2.5% | +5.0% |
| 6M | +16.2% | +16.7% | -0.5% | +12.3% |
| YTD | +37.5% | +28.7% | +8.9% | +30.2% |
| 1Y | +53.2% | +13.7% | +39.6% | +48.1% |
| 3Y | +68.2% | +230.1% | -161.9% | +27.3% |
| 5Y | +65.2% | +179.0% | -113.7% | +25.2% |
| 10Y | +504.1% | +1,002.5% | -498.4% | +229.7% |
| All | +9,772.3% | +34,755.7% | -24,983.4% | +2,847.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling