+309.6%
NSC vs ARWR
+906.2%
-596.6%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | +1.2% | -4.0% | -2.9% |
| 7D | -6.6% | -2.9% | -3.7% | -6.4% |
| 30D | +2.2% | -5.4% | +7.6% | +2.5% |
| 3M | -6.2% | -32.2% | +26.0% | -3.6% |
| 6M | +1.7% | -26.5% | +28.2% | +3.5% |
| YTD | +12.2% | -12.4% | +24.6% | +12.2% |
| 1Y | +15.4% | +46.9% | -31.5% | +10.3% |
| 3Y | +73.3% | +116.0% | -42.6% | +55.0% |
| 5Y | +24.7% | -28.0% | +52.6% | +17.2% |
| All | +309.6% | +906.2% | -596.6% | +237.4% |
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