+284.9%
NSC vs ARWR
+1,024.2%
-739.4%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +1.3% | -2.9% | -1.7% |
| 7D | +2.5% | -17.8% | +20.3% | +3.9% |
| 30D | +1.7% | -18.1% | +19.8% | +3.1% |
| 3M | -2.6% | -44.2% | +41.6% | +1.7% |
| 6M | +6.4% | -38.6% | +45.1% | +9.8% |
| YTD | +15.5% | -28.0% | +43.5% | +17.1% |
| 1Y | +17.6% | +16.1% | +1.5% | +14.1% |
| 3Y | +75.0% | +84.0% | -9.0% | +57.5% |
| 5Y | +32.2% | -35.4% | +67.6% | +25.1% |
| All | +284.9% | +1,024.2% | -739.4% | +214.9% |
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