+427.3%
CSX vs WWD
+461.1%
-33.7%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | +3.4% | -6.8% | -4.6% |
| 7D | -5.5% | +4.2% | -9.7% | -7.1% |
| 30D | +4.9% | -2.1% | +7.1% | +5.1% |
| 3M | -2.9% | -13.2% | +10.3% | +1.3% |
| 6M | +8.3% | -16.9% | +25.2% | +13.8% |
| YTD | +36.7% | +5.2% | +31.5% | +30.3% |
| 1Y | +41.5% | +20.6% | +20.9% | +27.3% |
| 3Y | +68.6% | +146.3% | -77.7% | +9.8% |
| 5Y | +48.4% | +171.3% | -122.9% | -10.0% |
| All | +427.3% | +461.1% | -33.7% | +130.1% |
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