+48.2%
CSX vs WST
-0.1%
+48.3%
-29.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | +1.9% | -5.2% | -3.6% |
| 7D | -5.5% | -3.1% | -2.4% | -5.1% |
| 30D | +4.9% | +9.1% | -4.2% | +3.6% |
| 3M | -2.9% | +14.7% | -17.5% | -4.8% |
| 6M | +8.3% | +28.0% | -19.7% | +4.4% |
| YTD | +36.7% | +45.6% | -8.9% | +28.9% |
| 1Y | +41.5% | +45.7% | -4.2% | +33.3% |
| 3Y | +68.6% | +21.1% | +47.5% | +55.8% |
| All | +48.2% | -0.1% | +48.3% | +39.5% |
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