+329.1%
NSC vs BBWI
-54.1%
+383.2%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +2.8% | -2.3% | 0.0% |
| 7D | -5.5% | +1.5% | -7.0% | -5.8% |
| 30D | -3.2% | -5.2% | +2.0% | -2.6% |
| 3M | +7.7% | +11.1% | -3.4% | +4.6% |
| 6M | +4.5% | -13.4% | +17.9% | +5.6% |
| YTD | +15.6% | +0.1% | +15.5% | +12.9% |
| 1Y | +19.8% | -36.1% | +56.0% | +26.5% |
| 3Y | +70.1% | -44.1% | +114.2% | +77.4% |
| 5Y | +46.1% | -66.2% | +112.4% | +62.7% |
| All | +329.1% | -54.1% | +383.2% | +248.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling