+76.9%
NSC vs ARWR
+81.3%
-4.3%
-25.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.5% | +1.1% | +0.7% |
| 7D | -3.4% | -17.7% | +14.3% | -2.1% |
| 30D | +3.6% | -21.9% | +25.5% | +5.4% |
| 3M | -1.4% | -44.5% | +43.1% | +2.9% |
| 6M | +6.0% | -32.6% | +38.5% | +8.3% |
| YTD | +15.5% | -26.2% | +41.7% | +16.6% |
| 1Y | +16.2% | +23.0% | -6.7% | +11.2% |
| 3Y | +76.9% | +81.8% | -4.8% | +53.4% |
| All | +76.9% | +81.3% | -4.3% | +53.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling