+10,029.5%
WDC vs CSX
+10,157.3%
-127.8%
-96.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CSX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -3.4% | +1.9% | +0.3% |
| 7D | -28.0% | -5.5% | -22.4% | -25.8% |
| 30D | -34.9% | +4.9% | -39.9% | -36.7% |
| 3M | -41.6% | -2.9% | -38.7% | -41.1% |
| 6M | -45.4% | +8.3% | -53.7% | -48.1% |
| YTD | +53.3% | +36.7% | +16.5% | +29.6% |
| 1Y | +61.5% | +41.5% | +20.0% | +34.2% |
| 3Y | +712.3% | +68.6% | +643.7% | +510.7% |
| 5Y | +524.2% | +48.4% | +475.8% | +399.0% |
| 10Y | +616.5% | +446.6% | +169.9% | +202.9% |
| All | +10,029.5% | +10,157.3% | -127.8% | +921.1% |
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