+528.7%
WDC vs CSX
+47.4%
+481.3%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CSX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -3.4% | +1.9% | +0.6% |
| 7D | -28.0% | -5.5% | -22.4% | -25.3% |
| 30D | -34.9% | +4.9% | -39.9% | -37.1% |
| 3M | -41.6% | -2.9% | -38.7% | -40.8% |
| 6M | -45.4% | +8.3% | -53.7% | -48.8% |
| YTD | +53.3% | +36.7% | +16.5% | +23.0% |
| 1Y | +61.5% | +41.5% | +20.0% | +26.8% |
| 3Y | +712.3% | +68.6% | +643.7% | +442.8% |
| All | +528.7% | +47.4% | +481.3% | +355.3% |
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