+37.6%
ITW vs NSC
+42.7%
-5.1%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NSC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.9% | +2.1% | +1.6% |
| 7D | -0.7% | -2.8% | +2.1% | +0.6% |
| 30D | -8.3% | -4.5% | -3.8% | -6.3% |
| 3M | +6.0% | +3.5% | +2.5% | +4.0% |
| 6M | 0.0% | +8.5% | -8.5% | -4.5% |
| YTD | +10.2% | +12.3% | -2.1% | +3.6% |
| 1Y | +3.2% | +18.9% | -15.7% | -5.6% |
| 3Y | +21.0% | +74.1% | -53.2% | -11.4% |
| All | +37.6% | +42.7% | -5.1% | +7.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling