+65.5%
CSX vs WTW
+54.0%
+11.4%
-29.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WTW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -2.8% | +2.0% | 0.0% |
| 7D | +0.6% | -2.7% | +3.3% | +1.4% |
| 30D | -2.3% | -5.6% | +3.4% | -0.7% |
| 3M | +4.3% | +26.5% | -22.2% | -3.4% |
| 6M | +23.4% | +8.1% | +15.2% | +19.5% |
| YTD | +36.4% | -0.3% | +36.7% | +35.3% |
| 1Y | +53.0% | -0.9% | +53.9% | +51.9% |
| 3Y | +70.6% | +66.6% | +4.0% | +32.9% |
| 5Y | +65.5% | +54.0% | +11.5% | +30.9% |
| All | +65.5% | +54.0% | +11.4% | +30.9% |
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