+534.7%
WMT vs CSX
+419.3%
+115.4%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CSX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.0% | -0.5% | +0.2% |
| 7D | -1.2% | +3.1% | -4.3% | -1.9% |
| 30D | +12.4% | +9.7% | +2.7% | +10.1% |
| 3M | +9.0% | +4.9% | +4.1% | +7.7% |
| 6M | -3.0% | +18.4% | -21.3% | -6.9% |
| YTD | +14.0% | +45.9% | -31.9% | +4.2% |
| 1Y | +23.0% | +50.0% | -26.9% | +11.7% |
| 3Y | +135.1% | +78.0% | +57.1% | +103.2% |
| 5Y | +172.7% | +59.2% | +113.6% | +139.2% |
| All | +534.7% | +419.3% | +115.4% | +374.7% |
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