+66.3%
WDC vs CSX
+47.0%
+19.3%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CSX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.2% | -1.4% | -0.8% |
| 7D | -16.7% | +0.7% | -17.5% | -16.8% |
| 30D | -27.2% | +8.1% | -35.3% | -29.6% |
| 3M | -34.0% | +2.2% | -36.2% | -34.0% |
| 6M | -39.7% | +14.6% | -54.3% | -45.2% |
| YTD | +68.1% | +42.2% | +25.9% | +23.8% |
| 1Y | +66.3% | +47.3% | +19.0% | +20.9% |
| All | +66.3% | +47.0% | +19.3% | +20.9% |
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 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