+79.5%
CSX vs WY
-24.9%
+104.4%
-29.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.9% | +1.9% | +1.3% |
| 7D | +3.1% | -5.4% | +8.5% | +5.1% |
| 30D | +9.7% | +7.9% | +1.9% | +6.7% |
| 3M | +4.9% | -16.6% | +21.5% | +11.4% |
| 6M | +18.4% | -11.2% | +29.6% | +22.3% |
| YTD | +45.9% | -11.3% | +57.2% | +50.2% |
| 1Y | +50.0% | -5.5% | +55.5% | +50.5% |
| All | +79.5% | -24.9% | +104.4% | +94.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling