+53.6%
CSX vs WST
-7.2%
+60.9%
-29.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -4.0% | +1.6% | -1.8% |
| 7D | -2.7% | -5.8% | +3.1% | -1.9% |
| 30D | +7.0% | +5.3% | +1.7% | +6.2% |
| 3M | -0.3% | +11.8% | -12.1% | -1.9% |
| 6M | +13.5% | +26.7% | -13.2% | +9.5% |
| YTD | +41.5% | +43.0% | -1.5% | +33.8% |
| 1Y | +45.8% | +38.9% | +6.9% | +38.3% |
| 3Y | +74.4% | +18.2% | +56.2% | +61.8% |
| 5Y | +53.6% | -1.5% | +55.1% | +45.2% |
| All | +53.6% | -7.2% | +60.9% | +45.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling