+58.1%
CSX vs WWD
+191.3%
-133.2%
-29.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +1.3% | +0.3% | +1.3% |
| 7D | -0.3% | +3.7% | -4.0% | -1.2% |
| 30D | +8.7% | +1.8% | +6.9% | +7.9% |
| 3M | +4.2% | -5.0% | +9.2% | +5.1% |
| 6M | +16.7% | -8.4% | +25.1% | +18.0% |
| YTD | +44.5% | +12.3% | +32.2% | +37.6% |
| 1Y | +50.3% | +26.2% | +24.0% | +38.2% |
| 3Y | +76.3% | +154.6% | -78.3% | +26.6% |
| 5Y | +58.1% | +195.3% | -137.1% | +2.2% |
| All | +58.1% | +191.3% | -133.2% | +2.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling