+418.4%
CSX vs WU
-39.7%
+458.1%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -1.2% | +2.2% | +1.4% |
| 7D | +3.1% | -5.3% | +8.4% | +5.0% |
| 30D | +9.7% | +9.0% | +0.7% | +6.3% |
| 3M | +4.9% | -3.6% | +8.5% | +5.7% |
| 6M | +18.4% | -19.4% | +37.8% | +25.2% |
| YTD | +45.9% | -21.7% | +67.6% | +54.8% |
| 1Y | +50.0% | -16.1% | +66.1% | +54.8% |
| 3Y | +78.0% | -24.1% | +102.1% | +86.1% |
| 5Y | +59.2% | -44.1% | +103.3% | +84.3% |
| All | +418.4% | -39.7% | +458.1% | +440.1% |
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