+2,818.7%
NSC vs ARWR
-98.0%
+2,916.7%
-67.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -6.8% | +2.5% | -4.3% |
| 7D | -3.8% | -5.0% | +1.2% | -3.8% |
| 30D | +4.1% | -6.6% | +10.7% | +4.1% |
| 3M | -3.3% | -33.9% | +30.6% | -3.1% |
| 6M | +5.9% | -23.3% | +29.2% | +6.0% |
| YTD | +15.5% | -13.5% | +28.9% | +15.5% |
| 1Y | +19.3% | +42.5% | -23.2% | +19.1% |
| 3Y | +79.0% | +104.1% | -25.1% | +78.0% |
| 5Y | +28.3% | -28.8% | +57.1% | +27.9% |
| 10Y | +336.8% | +911.6% | -574.8% | +330.8% |
| All | +2,818.7% | -98.0% | +2,916.7% | +2,704.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling