+18.3%
NSC vs BWA
+12.4%
+5.8%
-12.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.5% | +1.3% | +0.8% |
| 7D | +1.6% | +7.3% | -5.7% | +1.1% |
| 30D | +4.2% | -15.8% | +20.0% | +5.2% |
| 3M | -0.2% | -25.7% | +25.5% | +1.6% |
| 6M | +7.6% | -19.6% | +27.2% | +8.3% |
| YTD | +17.4% | +14.1% | +3.3% | +8.6% |
| 1Y | +18.3% | +12.2% | +6.1% | +9.8% |
| All | +18.3% | +12.4% | +5.8% | +9.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling