+309.6%
NSC vs BWA
+84.4%
+225.2%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | +2.7% | -5.5% | -3.7% |
| 7D | -6.6% | -5.5% | -1.2% | -4.9% |
| 30D | +2.2% | -21.7% | +23.9% | +10.8% |
| 3M | -6.2% | -25.6% | +19.4% | +3.0% |
| 6M | +1.7% | -17.4% | +19.1% | +6.2% |
| YTD | +12.2% | +9.2% | +3.0% | +3.5% |
| 1Y | +15.4% | +9.7% | +5.7% | +6.0% |
| 3Y | +73.3% | +54.6% | +18.7% | +35.5% |
| 5Y | +24.7% | +26.8% | -2.1% | +1.4% |
| All | +309.6% | +84.4% | +225.2% | +170.7% |
Cumulative growth
Daily Returns
Daily percentage return beside BWA.
Daily Out/Under-Performance
Portfolio return minus BWA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BWA 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 BWA 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