+113.2%
WDC vs CSX
+48.0%
+65.2%
-56.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CSX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.8% | +2.6% | -9.4% | -7.7% |
| 7D | -18.3% | +0.1% | -18.4% | -18.3% |
| 30D | -26.7% | +9.7% | -36.4% | -29.4% |
| 3M | -40.9% | +2.3% | -43.2% | -40.8% |
| 6M | -26.8% | +17.1% | -43.8% | -33.5% |
| YTD | +88.2% | +44.9% | +43.3% | +43.2% |
| 1Y | +113.2% | +47.1% | +66.1% | +63.1% |
| All | +113.2% | +48.0% | +65.2% | +63.1% |
Cumulative growth
Daily Returns
Daily percentage return beside CSX.
Daily Out/Under-Performance
Portfolio return minus CSX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CSX 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 CSX 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