+815.8%
WDC vs CSX
+78.6%
+737.1%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CSX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.0% | -1.6% | -1.2% |
| 7D | +16.3% | +3.1% | +13.2% | +14.5% |
| 30D | -18.3% | +9.7% | -28.0% | -22.2% |
| 3M | -31.4% | +4.9% | -36.4% | -33.2% |
| 6M | -36.3% | +18.4% | -54.6% | -42.7% |
| YTD | +80.8% | +45.9% | +35.0% | +43.6% |
| 1Y | +87.7% | +50.0% | +37.7% | +46.8% |
| All | +815.8% | +78.6% | +737.1% | +547.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling