+823.9%
CSX vs WDAY
+320.1%
+503.9%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WDAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +2.0% | +0.7% | +2.3% |
| 7D | +0.1% | -1.2% | +1.4% | +0.3% |
| 30D | +9.7% | +6.8% | +2.9% | +8.3% |
| 3M | +2.3% | +17.8% | -15.6% | -1.5% |
| 6M | +17.1% | +57.8% | -40.8% | +5.0% |
| YTD | +44.9% | -6.0% | +50.9% | +43.5% |
| 1Y | +47.1% | -13.5% | +60.6% | +48.1% |
| 3Y | +78.6% | -7.6% | +86.2% | +72.9% |
| 5Y | +57.2% | -30.5% | +87.7% | +57.4% |
| 10Y | +479.2% | +143.9% | +335.3% | +328.0% |
| All | +823.9% | +320.1% | +503.9% | +553.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling