+3,982.0%
CSX vs WWD
+15,408.5%
-11,426.6%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +1.1% | -0.2% | +0.5% |
| 7D | -3.4% | +1.3% | -4.7% | -3.8% |
| 30D | -3.1% | -7.2% | +4.1% | -0.8% |
| 3M | +7.2% | -3.8% | +11.0% | +7.7% |
| 6M | +16.2% | -9.9% | +26.1% | +18.7% |
| YTD | +37.5% | +14.8% | +22.7% | +29.3% |
| 1Y | +53.2% | +42.1% | +11.2% | +33.3% |
| 3Y | +68.2% | +170.8% | -102.6% | +15.0% |
| 5Y | +65.2% | +197.5% | -132.3% | +7.1% |
| 10Y | +504.1% | +477.8% | +26.3% | +198.8% |
| All | +3,982.0% | +15,408.5% | -11,426.6% | +988.1% |
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