+433.7%
WMT vs CSX
+481.1%
-47.4%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CSX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.3% | +1.1% | +0.1% |
| 7D | -0.2% | -0.6% | +0.3% | -0.1% |
| 30D | -5.8% | -3.2% | -2.6% | -5.2% |
| 3M | -10.8% | +2.6% | -13.3% | -11.5% |
| 6M | -14.3% | +19.8% | -34.2% | -18.1% |
| YTD | -4.4% | +34.7% | -39.1% | -11.0% |
| 1Y | +4.3% | +52.1% | -47.8% | -5.6% |
| 3Y | +100.1% | +68.4% | +31.6% | +75.0% |
| 5Y | +130.8% | +65.1% | +65.7% | +100.9% |
| 10Y | +433.7% | +496.7% | -63.0% | +258.8% |
| All | +433.7% | +481.1% | -47.4% | +258.8% |
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 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