+53.0%
CSX vs WY
-9.6%
+62.7%
-11.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.4% | +0.6% | -0.5% |
| 7D | +0.6% | -2.1% | +2.7% | +1.2% |
| 30D | -2.3% | -10.5% | +8.2% | +0.6% |
| 3M | +4.3% | -4.9% | +9.2% | +5.5% |
| 6M | +23.4% | -4.9% | +28.3% | +24.5% |
| YTD | +36.4% | -1.7% | +38.1% | +36.2% |
| 1Y | +53.0% | -9.4% | +62.4% | +60.7% |
| All | +53.0% | -9.6% | +62.7% | +60.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling