+590.1%
EWT vs NSC
+3,693.8%
-3,103.6%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NSC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.5% | -0.1% | -0.4% |
| 7D | +1.6% | -1.5% | +3.2% | +2.2% |
| 30D | +8.2% | -1.9% | +10.1% | +8.9% |
| 3M | +11.1% | +6.2% | +4.8% | +8.2% |
| 6M | +60.4% | +9.2% | +51.3% | +54.2% |
| YTD | +75.6% | +15.0% | +60.5% | +65.2% |
| 1Y | +91.3% | +21.1% | +70.2% | +76.4% |
| 3Y | +200.3% | +78.6% | +121.7% | +133.7% |
| 5Y | +156.4% | +45.9% | +110.5% | +111.7% |
| 10Y | +495.8% | +326.9% | +168.9% | +206.5% |
| All | +590.1% | +3,693.8% | -3,103.6% | +64.1% |
Cumulative growth
Daily Returns
Daily percentage return beside NSC.
Daily Out/Under-Performance
Portfolio return minus NSC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NSC 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 NSC 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