+50.0%
CSX vs WDAY
-16.3%
+66.3%
-13.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WDAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.3% | +1.2% | +0.9% |
| 7D | +3.1% | -4.8% | +7.8% | +2.8% |
| 30D | +9.7% | +2.5% | +7.2% | +10.0% |
| 3M | +4.9% | +8.8% | -3.8% | +5.9% |
| 6M | +18.4% | +60.7% | -42.4% | +24.9% |
| YTD | +45.9% | -11.2% | +57.1% | +54.8% |
| 1Y | +50.0% | -15.6% | +65.6% | +60.2% |
| All | +50.0% | -16.3% | +66.3% | +60.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling