+3,565.9%
CSX vs WTW
+1,174.9%
+2,391.0%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WTW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -2.1% | +3.0% | +1.8% |
| 7D | -3.4% | -2.6% | -0.8% | -2.3% |
| 30D | -3.1% | -1.0% | -2.1% | -2.8% |
| 3M | +7.2% | +29.9% | -22.7% | -4.8% |
| 6M | +16.2% | +10.7% | +5.5% | +9.5% |
| YTD | +37.5% | +2.6% | +35.0% | +33.0% |
| 1Y | +53.2% | +2.8% | +50.5% | +47.7% |
| 3Y | +68.2% | +67.3% | +1.0% | +28.4% |
| 5Y | +65.2% | +56.6% | +8.6% | +28.3% |
| 10Y | +504.1% | +204.1% | +300.1% | +242.7% |
| All | +3,565.9% | +1,174.9% | +2,391.0% | +1,320.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling