+52.1%
CSX vs WTW
-4.1%
+56.3%
-11.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WTW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -3.6% | +2.3% | -1.1% |
| 7D | -0.6% | -7.1% | +6.5% | -0.3% |
| 30D | -3.2% | -8.5% | +5.3% | -2.9% |
| 3M | +2.6% | +20.6% | -18.0% | +1.6% |
| 6M | +19.8% | +7.2% | +12.6% | +19.2% |
| YTD | +34.7% | -3.9% | +38.5% | +35.5% |
| 1Y | +52.1% | -3.6% | +55.7% | +53.6% |
| All | +52.1% | -4.1% | +56.3% | +53.6% |
Cumulative growth
Daily Returns
Daily percentage return beside WTW.
Daily Out/Under-Performance
Portfolio return minus WTW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WTW 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 1y: compounded portfolio wealth divided by compounded WTW 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…
1y analysis · Full analysis span regression · 6 months rolling