-15.6%
WMT vs CSX
+15.8%
-31.4%
-23.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | CSX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.9% | -2.0% | -1.3% |
| 7D | +3.9% | -3.4% | +7.3% | +4.5% |
| 30D | -4.4% | -3.1% | -1.3% | -4.0% |
| 3M | -8.8% | +7.2% | -16.0% | -11.0% |
| 6M | -15.6% | +16.2% | -31.8% | -20.5% |
| All | -15.6% | +15.8% | -31.4% | -20.5% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling