+412.6%
CSX vs WST
+466.7%
-54.1%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +3.3% | -0.6% | +2.1% |
| 7D | -2.2% | +1.3% | -3.5% | -2.5% |
| 30D | +6.8% | +12.9% | -6.1% | +4.1% |
| 3M | +0.7% | +16.7% | -16.0% | -2.6% |
| 6M | +13.3% | +26.8% | -13.6% | +7.3% |
| YTD | +40.5% | +50.5% | -10.0% | +27.8% |
| 1Y | +44.7% | +52.9% | -8.2% | +31.0% |
| 3Y | +74.5% | +23.9% | +50.6% | +55.0% |
| 5Y | +52.0% | +1.0% | +51.0% | +39.8% |
| 10Y | +412.6% | +451.4% | -38.7% | +180.3% |
| All | +412.6% | +466.7% | -54.1% | +180.3% |
Cumulative growth
Daily Returns
Daily percentage return beside WST.
Daily Out/Under-Performance
Portfolio return minus WST return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WST 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 WST 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