+4.3%
WMT vs CSX
+51.3%
-47.0%
-23.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CSX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.3% | +1.1% | 0.0% |
| 7D | -0.2% | -0.6% | +0.3% | -0.1% |
| 30D | -5.8% | -3.2% | -2.6% | -5.4% |
| 3M | -10.8% | +2.6% | -13.3% | -11.7% |
| 6M | -14.3% | +19.8% | -34.2% | -18.8% |
| YTD | -4.4% | +34.7% | -39.1% | -12.0% |
| 1Y | +4.3% | +52.1% | -47.8% | -5.1% |
| All | +4.3% | +51.3% | -47.0% | -5.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling