+9,772.3%
CSX vs WST
+12,330.1%
-2,557.9%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.8% | +1.7% | +1.1% |
| 7D | -3.4% | +0.7% | -4.1% | -3.6% |
| 30D | -3.1% | -3.1% | +0.1% | -2.2% |
| 3M | +7.2% | +7.2% | 0.0% | +4.8% |
| 6M | +16.2% | +36.8% | -20.6% | +5.7% |
| YTD | +37.5% | +23.8% | +13.7% | +28.3% |
| 1Y | +53.2% | +37.8% | +15.5% | +37.7% |
| 3Y | +68.2% | -15.9% | +84.1% | +61.7% |
| 5Y | +65.2% | -25.8% | +91.1% | +59.9% |
| 10Y | +504.1% | +319.6% | +184.5% | +217.5% |
| All | +9,772.3% | +12,330.1% | -2,557.9% | +2,166.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling