+76.4%
NSC vs BBWI
-22.8%
+99.2%
-25.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.3% | +0.5% | +0.8% |
| 7D | -3.5% | -7.7% | +4.2% | -2.6% |
| 30D | +3.9% | +24.8% | -20.8% | +1.3% |
| 3M | -0.8% | +16.2% | -17.0% | -2.8% |
| 6M | +7.1% | +15.8% | -8.7% | +4.4% |
| YTD | +16.4% | +11.4% | +5.0% | +13.3% |
| 1Y | +16.9% | +3.2% | +13.7% | +14.4% |
| All | +76.4% | -22.8% | +99.2% | +73.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling