+138.1%
WFC vs CSX
+501.4%
-363.3%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CSX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.9% | 0.0% | +0.4% |
| 7D | +3.8% | -3.4% | +7.2% | +5.8% |
| 30D | +1.5% | -3.1% | +4.6% | +3.2% |
| 3M | +10.9% | +7.2% | +3.7% | +5.9% |
| 6M | +8.4% | +16.2% | -7.7% | -1.8% |
| YTD | -1.9% | +37.5% | -39.4% | -19.8% |
| 1Y | +12.3% | +53.2% | -40.9% | -14.1% |
| 3Y | +132.3% | +68.2% | +64.1% | +66.0% |
| 5Y | +130.1% | +65.2% | +64.8% | +62.5% |
| All | +138.1% | +501.4% | -363.3% | +5.1% |
Cumulative growth
Daily Returns
Daily percentage return beside CSX.
Daily Out/Under-Performance
Portfolio return minus CSX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CSX 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 CSX 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