+3,750.7%
CSX vs WTW
+1,177.0%
+2,573.7%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WTW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.4% | +1.2% | +1.4% |
| 7D | -0.3% | -0.9% | +0.7% | +0.1% |
| 30D | +8.7% | +12.0% | -3.3% | +3.6% |
| 3M | +4.2% | -2.1% | +6.3% | +4.9% |
| 6M | +16.7% | +34.8% | -18.1% | +1.8% |
| YTD | +44.5% | +2.7% | +41.7% | +39.5% |
| 1Y | +50.3% | +5.1% | +45.2% | +43.5% |
| 3Y | +76.3% | +44.4% | +31.9% | +44.1% |
| 5Y | +58.1% | +55.1% | +3.0% | +23.5% |
| 10Y | +416.4% | +216.1% | +200.3% | +188.3% |
| All | +3,750.7% | +1,177.0% | +2,573.7% | +1,388.9% |
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 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