+23.4%
NSC vs BBWI
+2.4%
+21.0%
-12.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +4.1% | -3.2% | +0.8% |
| 7D | +1.8% | +8.8% | -7.0% | +1.4% |
| 30D | +8.8% | +34.8% | -26.0% | +7.6% |
| 3M | +1.2% | +12.9% | -11.7% | +0.7% |
| 6M | +11.3% | +29.6% | -18.2% | +10.0% |
| YTD | +20.7% | +20.8% | -0.1% | +20.2% |
| 1Y | +23.4% | +4.1% | +19.3% | +23.0% |
| All | +23.4% | +2.4% | +21.0% | +23.0% |
Cumulative growth
Daily Returns
Daily percentage return beside BBWI.
Daily Out/Under-Performance
Portfolio return minus BBWI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BBWI 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 1y: compounded portfolio wealth divided by compounded BBWI 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…
1y analysis · Full analysis span regression · 6 months rolling