+47.4%
NSC vs BWA
+91.4%
-43.9%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +2.8% | -2.3% | -0.2% |
| 7D | -5.5% | +5.7% | -11.2% | -6.8% |
| 30D | -3.2% | +1.4% | -4.6% | -3.8% |
| 3M | +7.7% | -12.1% | +19.8% | +10.8% |
| 6M | +4.5% | +28.6% | -24.0% | -3.8% |
| YTD | +15.6% | +51.1% | -35.5% | -0.2% |
| 1Y | +19.8% | +55.9% | -36.0% | +2.1% |
| 3Y | +70.1% | +70.1% | 0.0% | +36.6% |
| All | +47.4% | +91.4% | -43.9% | +9.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling