+84.7%
WDC vs CSX
+49.4%
+35.2%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CSX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.3% | +1.6% | +6.7% | +7.5% |
| 7D | -3.2% | -0.3% | -3.0% | -3.1% |
| 30D | -19.0% | +8.7% | -27.7% | -21.8% |
| 3M | -28.4% | +4.2% | -32.6% | -29.2% |
| 6M | -39.2% | +16.7% | -55.9% | -45.2% |
| YTD | +82.1% | +44.5% | +37.6% | +33.8% |
| 1Y | +84.7% | +50.3% | +34.4% | +31.8% |
| All | +84.7% | +49.4% | +35.2% | +31.8% |
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