+408.2%
CSX vs WDAY
+130.4%
+277.9%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WDAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.7% | +1.9% | +1.3% |
| 7D | +0.7% | -4.6% | +5.3% | +1.7% |
| 30D | +8.1% | +1.2% | +6.9% | +7.8% |
| 3M | +2.2% | +2.6% | -0.4% | +1.0% |
| 6M | +14.6% | +47.8% | -33.2% | +3.5% |
| YTD | +42.2% | -12.1% | +54.3% | +43.3% |
| 1Y | +47.3% | -17.1% | +64.5% | +50.4% |
| 3Y | +73.5% | -17.9% | +91.4% | +72.4% |
| 5Y | +54.1% | -35.1% | +89.2% | +57.8% |
| All | +408.2% | +130.4% | +277.9% | +256.9% |
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