+299.9%
NSC vs ARWR
+1,021.8%
-721.9%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.7% | +0.1% | +0.8% |
| 7D | -3.5% | -19.9% | +16.4% | -2.0% |
| 30D | +3.9% | -18.7% | +22.7% | +5.5% |
| 3M | -0.8% | -44.7% | +43.9% | +3.6% |
| 6M | +7.1% | -36.5% | +43.6% | +10.2% |
| YTD | +16.4% | -25.7% | +42.1% | +17.8% |
| 1Y | +16.9% | +18.9% | -2.0% | +13.3% |
| 3Y | +78.4% | +83.1% | -4.7% | +60.6% |
| 5Y | +33.1% | -34.9% | +68.0% | +25.9% |
| 10Y | +299.9% | +1,080.9% | -781.0% | +226.4% |
| All | +299.9% | +1,021.8% | -721.9% | +226.4% |
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