+412.6%
CSX vs WDAY
+127.1%
+285.5%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WDAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -1.4% | +4.2% | +3.0% |
| 7D | -2.2% | -4.0% | +1.8% | -1.4% |
| 30D | +6.8% | +1.9% | +4.9% | +6.4% |
| 3M | +0.7% | +5.9% | -5.2% | -1.1% |
| 6M | +13.3% | +48.8% | -35.5% | +2.2% |
| YTD | +40.5% | -11.4% | +52.0% | +41.4% |
| 1Y | +44.7% | -15.5% | +60.2% | +47.0% |
| 3Y | +74.5% | -15.6% | +90.1% | +72.2% |
| 5Y | +52.0% | -35.2% | +87.2% | +55.8% |
| 10Y | +412.6% | +123.9% | +288.8% | +262.0% |
| All | +412.6% | +127.1% | +285.5% | +262.0% |
Cumulative growth
Daily Returns
Daily percentage return beside WDAY.
Daily Out/Under-Performance
Portfolio return minus WDAY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WDAY 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 WDAY 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