+445.7%
CSX vs WWD
+442.6%
+3.1%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -6.0% | +3.6% | -0.3% |
| 7D | -2.7% | -2.6% | -0.1% | -2.0% |
| 30D | +7.0% | -7.7% | +14.7% | +9.5% |
| 3M | -0.3% | -17.7% | +17.4% | +6.0% |
| 6M | +13.5% | -15.9% | +29.4% | +18.7% |
| YTD | +41.5% | +1.8% | +39.7% | +36.5% |
| 1Y | +45.8% | +17.4% | +28.4% | +32.4% |
| 3Y | +74.4% | +137.1% | -62.7% | +15.2% |
| 5Y | +53.6% | +162.4% | -108.8% | -5.7% |
| All | +445.7% | +442.6% | +3.1% | +141.1% |
Cumulative growth
Daily Returns
Daily percentage return beside WWD.
Daily Out/Under-Performance
Portfolio return minus WWD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WWD 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 WWD 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