+129.3%
WFC vs CSX
+65.9%
+63.5%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CSX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.9% | 0.0% | +0.4% |
| 7D | +3.8% | -3.4% | +7.2% | +5.6% |
| 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% | -19.0% |
| 1Y | +12.3% | +53.2% | -40.9% | -13.0% |
| 3Y | +132.3% | +68.2% | +64.1% | +68.1% |
| All | +129.3% | +65.9% | +63.5% | +63.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling