+427.3%
CSX vs WU
-36.0%
+463.3%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -2.0% | -1.4% | -2.7% |
| 7D | -5.5% | +11.7% | -17.2% | -9.1% |
| 30D | +4.9% | +12.6% | -7.7% | +0.6% |
| 3M | -2.9% | -0.5% | -2.4% | -3.1% |
| 6M | +8.3% | -18.2% | +26.5% | +14.1% |
| YTD | +36.7% | -19.0% | +55.7% | +43.5% |
| 1Y | +41.5% | -16.7% | +58.2% | +46.7% |
| 3Y | +68.6% | -21.0% | +89.6% | +73.9% |
| 5Y | +48.4% | -41.7% | +90.1% | +69.1% |
| All | +427.3% | -36.0% | +463.3% | +466.8% |
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