+58.1%
CSX vs WU
-44.4%
+102.5%
-29.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -3.0% | +4.6% | +2.3% |
| 7D | -0.3% | +2.1% | -2.4% | -0.9% |
| 30D | +8.7% | +10.1% | -1.5% | +6.1% |
| 3M | +4.2% | -1.1% | +5.4% | +4.1% |
| 6M | +16.7% | -19.8% | +36.5% | +21.8% |
| YTD | +44.5% | -20.8% | +65.2% | +50.5% |
| 1Y | +50.3% | -15.1% | +65.4% | +53.3% |
| 3Y | +76.3% | -23.2% | +99.5% | +81.7% |
| 5Y | +58.1% | -42.6% | +100.7% | +76.5% |
| All | +58.1% | -44.4% | +102.5% | +76.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling