+9,034.5%
ITW vs NSC
+5,582.3%
+3,452.2%
-54.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NSC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.9% | +2.1% | +1.5% |
| 7D | -0.7% | -2.8% | +2.1% | +0.5% |
| 30D | -8.3% | -4.5% | -3.8% | -6.5% |
| 3M | +6.0% | +3.5% | +2.5% | +4.2% |
| 6M | 0.0% | +8.5% | -8.5% | -4.0% |
| YTD | +10.2% | +12.3% | -2.1% | +4.3% |
| 1Y | +3.2% | +18.9% | -15.7% | -4.7% |
| 3Y | +21.0% | +74.1% | -53.2% | -7.6% |
| 5Y | +37.9% | +43.9% | -6.0% | +13.7% |
| 10Y | +193.2% | +331.6% | -138.4% | +49.4% |
| All | +9,034.5% | +5,582.3% | +3,452.2% | +1,304.8% |
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