+504.6%
CSX vs WDAY
+119.2%
+385.4%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WDAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -5.4% | +6.2% | +1.9% |
| 7D | -3.4% | -4.4% | +1.0% | -2.6% |
| 30D | -3.1% | +14.7% | -17.8% | -6.3% |
| 3M | +7.2% | +32.4% | -25.2% | -0.1% |
| 6M | +16.2% | +36.9% | -20.7% | +6.1% |
| YTD | +37.5% | -8.8% | +46.4% | +37.8% |
| 1Y | +53.2% | -15.3% | +68.5% | +55.8% |
| 3Y | +68.2% | -21.2% | +89.4% | +69.3% |
| 5Y | +65.2% | -29.5% | +94.7% | +65.9% |
| All | +504.6% | +119.2% | +385.4% | +335.0% |
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