+9,772.3%
CSX vs WY
+688.1%
+9,084.2%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.8% | 0.0% | +0.5% |
| 7D | -3.4% | -1.7% | -1.7% | -2.6% |
| 30D | -3.1% | -10.1% | +7.0% | +1.5% |
| 3M | +7.2% | -5.1% | +12.3% | +9.1% |
| 6M | +16.2% | -4.8% | +20.9% | +17.8% |
| YTD | +37.5% | -0.2% | +37.8% | +36.1% |
| 1Y | +53.2% | -6.6% | +59.8% | +55.7% |
| 3Y | +68.2% | -22.7% | +91.0% | +82.8% |
| 5Y | +65.2% | -22.2% | +87.4% | +75.9% |
| 10Y | +504.1% | +7.3% | +496.8% | +410.6% |
| All | +9,772.3% | +688.1% | +9,084.2% | +3,117.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling