+90.5%
WFC vs CSX
+59.2%
+31.3%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CSX | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.0% | -1.0% | -0.5% |
| 7D | +1.7% | +3.1% | -1.4% | +0.1% |
| 30D | +6.8% | +9.7% | -2.9% | +1.6% |
| 3M | -3.0% | +4.9% | -7.9% | -5.8% |
| 6M | +15.4% | +18.4% | -2.9% | +4.3% |
| YTD | -5.9% | +45.9% | -51.8% | -25.0% |
| 1Y | +1.7% | +50.0% | -48.3% | -20.3% |
| 3Y | +124.9% | +78.0% | +46.9% | +56.9% |
| 5Y | +90.5% | +59.2% | +31.3% | +31.3% |
| All | +90.5% | +59.2% | +31.3% | +31.3% |
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