+409.0%
CSX vs WU
-35.7%
+444.7%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +1.2% | 0.0% | +0.8% |
| 7D | +0.7% | +11.0% | -10.3% | -3.0% |
| 30D | +8.1% | +13.4% | -5.3% | +3.3% |
| 3M | +2.2% | +2.2% | 0.0% | +0.9% |
| 6M | +14.6% | -18.2% | +32.8% | +20.8% |
| YTD | +42.2% | -18.3% | +60.5% | +48.8% |
| 1Y | +47.3% | -12.2% | +59.5% | +49.7% |
| 3Y | +73.5% | -20.8% | +94.3% | +78.9% |
| 5Y | +54.1% | -42.6% | +96.7% | +77.2% |
| 10Y | +409.0% | -35.5% | +444.4% | +426.2% |
| All | +409.0% | -35.7% | +444.7% | +426.2% |
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