+482.4%
CSX vs WY
+5.5%
+476.9%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.4% | +0.6% | -0.2% |
| 7D | +0.6% | -2.1% | +2.7% | +1.5% |
| 30D | -2.3% | -10.5% | +8.2% | +2.5% |
| 3M | +4.3% | -4.9% | +9.2% | +6.0% |
| 6M | +23.4% | -4.9% | +28.3% | +25.2% |
| YTD | +36.4% | -1.7% | +38.1% | +35.8% |
| 1Y | +53.0% | -9.4% | +62.4% | +57.7% |
| 3Y | +70.6% | -22.3% | +92.9% | +85.1% |
| 5Y | +65.5% | -20.5% | +86.0% | +74.4% |
| 10Y | +482.4% | +4.9% | +477.4% | +381.4% |
| All | +482.4% | +5.5% | +476.9% | +381.4% |
Cumulative growth
Daily Returns
Daily percentage return beside WY.
Daily Out/Under-Performance
Portfolio return minus WY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WY 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 WY 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