+5,440.5%
NSC vs BBWI
+1,142.2%
+4,298.3%
-67.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -3.3% | +0.4% | -2.0% |
| 7D | -6.6% | -6.2% | -0.4% | -5.2% |
| 30D | +2.2% | +19.9% | -17.8% | -2.4% |
| 3M | -6.2% | +7.1% | -13.4% | -8.7% |
| 6M | +1.7% | +13.7% | -12.0% | -3.5% |
| YTD | +12.2% | +9.6% | +2.6% | +5.8% |
| 1Y | +15.4% | -1.6% | +17.1% | +10.1% |
| 3Y | +73.3% | -25.9% | +99.2% | +68.4% |
| 5Y | +24.7% | -67.8% | +92.5% | +42.0% |
| 10Y | +324.5% | -43.5% | +368.0% | +244.5% |
| All | +5,440.5% | +1,142.2% | +4,298.3% | +1,550.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling