+167.9%
WMT vs CSX
+52.7%
+115.2%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CSX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +2.8% | -2.7% | -0.6% |
| 7D | -1.6% | -2.2% | +0.6% | -1.0% |
| 30D | +12.9% | +6.8% | +6.0% | +11.0% |
| 3M | +12.6% | +0.7% | +11.9% | +12.3% |
| 6M | -3.4% | +13.3% | -16.7% | -6.8% |
| YTD | +13.5% | +40.5% | -27.0% | +3.5% |
| 1Y | +23.5% | +44.7% | -21.2% | +11.8% |
| 3Y | +137.3% | +74.5% | +62.8% | +100.5% |
| 5Y | +167.9% | +52.0% | +115.9% | +129.4% |
| All | +167.9% | +52.7% | +115.2% | +129.4% |
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