+642.9%
WDC vs CSX
+415.8%
+227.1%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CSX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.0% | -0.7% | -4.3% | -4.6% |
| 7D | +12.1% | +6.0% | +6.1% | +8.2% |
| 30D | -18.8% | +7.8% | -26.6% | -22.7% |
| 3M | -39.3% | +4.1% | -43.4% | -41.2% |
| 6M | -40.1% | +17.9% | -58.0% | -46.9% |
| YTD | +71.8% | +44.9% | +26.9% | +33.5% |
| 1Y | +88.5% | +51.1% | +37.3% | +42.5% |
| 3Y | +770.0% | +78.3% | +691.7% | +476.6% |
| 5Y | +549.0% | +58.1% | +490.9% | +360.5% |
| All | +642.9% | +415.8% | +227.1% | +263.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling