+132.9%
WFC vs CSX
+68.2%
+64.7%
-24.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CSX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.9% | 0.0% | +0.4% |
| 7D | +3.8% | -3.4% | +7.2% | +5.5% |
| 30D | +1.5% | -3.1% | +4.6% | +3.0% |
| 3M | +10.9% | +7.2% | +3.7% | +6.2% |
| 6M | +8.4% | +16.2% | -7.7% | -1.2% |
| YTD | -1.9% | +37.5% | -39.4% | -19.3% |
| 1Y | +12.3% | +53.2% | -40.9% | -13.6% |
| All | +132.9% | +68.2% | +64.7% | +58.8% |
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