+74.5%
CSX vs WWD
+157.3%
-82.8%
-29.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +4.9% | -2.1% | +2.0% |
| 7D | -2.2% | +4.2% | -6.4% | -2.9% |
| 30D | +6.8% | -0.8% | +7.6% | +6.8% |
| 3M | +0.7% | -8.2% | +8.9% | +2.0% |
| 6M | +13.3% | -9.8% | +23.1% | +14.5% |
| YTD | +40.5% | +10.4% | +30.1% | +36.5% |
| 1Y | +44.7% | +25.5% | +19.2% | +37.0% |
| 3Y | +74.5% | +155.8% | -81.3% | +40.1% |
| All | +74.5% | +157.3% | -82.8% | +40.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling