+490.1%
CSX vs WU
-40.5%
+530.5%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.0% | +1.8% | +1.2% |
| 7D | -3.4% | -0.8% | -2.6% | -3.1% |
| 30D | -3.1% | -1.1% | -2.0% | -2.8% |
| 3M | +7.2% | -3.9% | +11.0% | +6.9% |
| 6M | +16.2% | -20.7% | +36.8% | +23.8% |
| YTD | +37.5% | -18.4% | +55.9% | +44.5% |
| 1Y | +53.2% | -8.1% | +61.3% | +52.6% |
| 3Y | +68.2% | -24.2% | +92.4% | +76.4% |
| 5Y | +65.2% | -50.4% | +115.7% | +104.1% |
| All | +490.1% | -40.5% | +530.5% | +562.8% |
Cumulative growth
Daily Returns
Daily percentage return beside WU.
Daily Out/Under-Performance
Portfolio return minus WU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WU 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 WU 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