+323.6%
NSC vs ARWR
+1,117.8%
-794.1%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.2% | +0.7% | +0.5% |
| 7D | -5.5% | +1.7% | -7.2% | -5.6% |
| 30D | -3.2% | -0.7% | -2.6% | -3.2% |
| 3M | +7.7% | +14.9% | -7.2% | +6.2% |
| 6M | +4.5% | +32.6% | -28.1% | +1.6% |
| YTD | +15.6% | +30.0% | -14.5% | +12.4% |
| 1Y | +19.8% | +208.4% | -188.5% | +8.1% |
| 3Y | +70.1% | +208.8% | -138.7% | +48.0% |
| 5Y | +46.1% | +27.8% | +18.3% | +31.8% |
| All | +323.6% | +1,117.8% | -794.1% | +239.9% |
Cumulative growth
Daily Returns
Daily percentage return beside ARWR.
Daily Out/Under-Performance
Portfolio return minus ARWR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ARWR 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 ARWR 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