+17,845.4%
WDC vs CSX
+10,217.9%
+7,627.5%
-96.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CSX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.9% | +0.9% | +5.0% | +5.4% |
| 7D | +1.7% | -3.4% | +5.1% | +3.5% |
| 30D | -10.0% | -3.1% | -6.9% | -8.4% |
| 3M | -18.8% | +7.2% | -25.9% | -21.9% |
| 6M | +79.0% | +16.2% | +62.9% | +65.4% |
| YTD | +171.6% | +37.5% | +134.0% | +130.3% |
| 1Y | +417.4% | +53.2% | +364.2% | +314.2% |
| 3Y | +1,251.8% | +68.2% | +1,183.6% | +922.0% |
| 5Y | +911.7% | +65.2% | +846.5% | +670.0% |
| 10Y | +1,399.6% | +504.1% | +895.5% | +507.9% |
| All | +17,845.4% | +10,217.9% | +7,627.5% | +1,714.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling