+427.3%
CSX vs WDAY
+128.9%
+298.4%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WDAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -3.6% | +0.3% | -2.7% |
| 7D | -5.5% | -2.5% | -3.0% | -5.0% |
| 30D | +4.9% | +4.7% | +0.2% | +4.0% |
| 3M | -2.9% | +13.3% | -16.2% | -5.9% |
| 6M | +8.3% | +57.3% | -49.0% | -3.5% |
| YTD | +36.7% | -10.2% | +46.9% | +37.2% |
| 1Y | +41.5% | -14.1% | +55.6% | +43.3% |
| 3Y | +68.6% | -11.7% | +80.3% | +64.6% |
| 5Y | +48.4% | -33.5% | +81.9% | +51.2% |
| All | +427.3% | +128.9% | +298.4% | +274.0% |
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