+117.7%
WFC vs CSX
+68.4%
+49.3%
-24.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CSX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -3.4% | +2.9% | +1.2% |
| 7D | +1.2% | -5.5% | +6.8% | +4.0% |
| 30D | +5.2% | +4.9% | +0.3% | +2.6% |
| 3M | -3.0% | -2.9% | -0.2% | -2.0% |
| 6M | +6.2% | +8.3% | -2.1% | +0.7% |
| YTD | -7.9% | +36.7% | -44.6% | -24.0% |
| 1Y | +0.3% | +41.5% | -41.2% | -19.0% |
| 3Y | +117.7% | +68.6% | +49.1% | +58.1% |
| All | +117.7% | +68.4% | +49.3% | +58.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling