+4,099.3%
CSX vs WWD
+13,645.4%
-9,546.2%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -6.0% | +3.6% | -0.4% |
| 7D | -2.7% | -2.6% | -0.1% | -2.1% |
| 30D | +7.0% | -7.7% | +14.7% | +9.3% |
| 3M | -0.3% | -17.7% | +17.4% | +5.4% |
| 6M | +13.5% | -15.9% | +29.4% | +18.3% |
| YTD | +41.5% | +1.8% | +39.7% | +37.5% |
| 1Y | +45.8% | +17.4% | +28.4% | +34.5% |
| 3Y | +74.4% | +137.1% | -62.7% | +23.9% |
| 5Y | +53.6% | +162.4% | -108.8% | +3.3% |
| 10Y | +465.6% | +452.5% | +13.1% | +182.6% |
| All | +4,099.3% | +13,645.4% | -9,546.2% | +1,057.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling