+9,012.0%
WMT vs CSX
+10,217.9%
-1,205.9%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CSX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.9% | -2.0% | -1.4% |
| 7D | +3.9% | -3.4% | +7.3% | +4.8% |
| 30D | -4.4% | -3.1% | -1.3% | -3.7% |
| 3M | -8.8% | +7.2% | -16.0% | -10.5% |
| 6M | -15.6% | +16.2% | -31.8% | -19.0% |
| YTD | -3.2% | +37.5% | -40.8% | -10.8% |
| 1Y | +7.0% | +53.2% | -46.2% | -4.1% |
| 3Y | +105.3% | +68.2% | +37.1% | +78.0% |
| 5Y | +129.3% | +65.2% | +64.0% | +97.6% |
| 10Y | +423.9% | +504.1% | -80.2% | +212.9% |
| All | +9,012.0% | +10,217.9% | -1,205.9% | +1,536.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling