+567.0%
WDC vs CSX
+57.8%
+509.2%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CSX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.0% | -0.7% | -4.3% | -4.6% |
| 7D | +12.1% | +6.0% | +6.1% | +8.3% |
| 30D | -18.8% | +7.8% | -26.6% | -22.6% |
| 3M | -39.3% | +4.1% | -43.4% | -41.0% |
| 6M | -40.1% | +17.9% | -58.0% | -46.8% |
| YTD | +71.8% | +44.9% | +26.9% | +33.2% |
| 1Y | +88.5% | +51.1% | +37.3% | +42.1% |
| 3Y | +770.0% | +78.3% | +691.7% | +461.8% |
| All | +567.0% | +57.8% | +509.2% | +357.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling