+695.1%
WDC vs CSX
+422.0%
+273.1%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CSX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.3% | +1.6% | +6.7% | +7.3% |
| 7D | -3.2% | -0.3% | -3.0% | -2.7% |
| 30D | -19.0% | +8.7% | -27.7% | -23.4% |
| 3M | -28.4% | +4.2% | -32.6% | -30.7% |
| 6M | -39.2% | +16.7% | -55.9% | -45.7% |
| YTD | +82.1% | +44.5% | +37.6% | +41.8% |
| 1Y | +84.7% | +50.3% | +34.4% | +40.1% |
| 3Y | +825.6% | +76.3% | +749.3% | +517.9% |
| 5Y | +608.2% | +58.1% | +550.0% | +402.3% |
| 10Y | +695.1% | +416.4% | +278.7% | +287.9% |
| All | +695.1% | +422.0% | +273.1% | +287.9% |
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