+52.0%
CSX vs WTW
+51.1%
+0.9%
-29.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WTW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -0.6% | +3.3% | +2.9% |
| 7D | -2.2% | +0.5% | -2.7% | -2.3% |
| 30D | +6.8% | +10.4% | -3.6% | +3.8% |
| 3M | +0.7% | -4.8% | +5.5% | +2.1% |
| 6M | +13.3% | +28.5% | -15.2% | +4.1% |
| YTD | +40.5% | +0.5% | +40.0% | +39.0% |
| 1Y | +44.7% | +1.6% | +43.1% | +42.4% |
| 3Y | +74.5% | +42.5% | +32.0% | +46.3% |
| 5Y | +52.0% | +49.8% | +2.2% | +20.0% |
| All | +52.0% | +51.1% | +0.9% | +20.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling