+9,986.1%
CSX vs WY
+623.4%
+9,362.7%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +0.7% | +2.1% | +2.5% |
| 7D | -2.2% | -0.8% | -1.5% | -1.9% |
| 30D | +6.8% | +10.6% | -3.8% | +2.0% |
| 3M | +0.7% | -16.6% | +17.3% | +8.7% |
| 6M | +13.3% | -8.6% | +21.9% | +16.7% |
| YTD | +40.5% | -8.4% | +49.0% | +44.0% |
| 1Y | +44.7% | -5.1% | +49.8% | +45.7% |
| 3Y | +74.5% | -21.9% | +96.4% | +88.2% |
| 5Y | +52.0% | -31.3% | +83.3% | +71.1% |
| 10Y | +412.6% | +3.6% | +409.1% | +339.6% |
| All | +9,986.1% | +623.4% | +9,362.7% | +3,303.6% |
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