+416.4%
CSX vs NWSA
+153.1%
+263.3%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.8% | +0.8% | +1.3% |
| 7D | -0.3% | -12.2% | +11.9% | +4.5% |
| 30D | +8.7% | -8.7% | +17.4% | +12.1% |
| 3M | +4.2% | -6.0% | +10.2% | +6.0% |
| 6M | +16.7% | -0.3% | +17.0% | +15.3% |
| YTD | +44.5% | +3.5% | +41.0% | +39.6% |
| 1Y | +50.3% | +0.8% | +49.5% | +46.8% |
| 3Y | +76.3% | +31.1% | +45.2% | +52.2% |
| 5Y | +58.1% | +18.8% | +39.4% | +37.9% |
| 10Y | +416.4% | +147.9% | +268.5% | +202.3% |
| All | +416.4% | +153.1% | +263.3% | +202.3% |
Cumulative growth
Daily Returns
Daily percentage return beside NWSA.
Daily Out/Under-Performance
Portfolio return minus NWSA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NWSA 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 10y: compounded portfolio wealth divided by compounded NWSA 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…
10y analysis · Full analysis span regression · 6 months rolling