+32.3%
NSC vs BWA
+27.4%
+4.8%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.2% | -1.4% | -1.6% |
| 7D | +2.5% | +4.3% | -1.8% | +1.4% |
| 30D | +1.7% | -13.0% | +14.7% | +5.1% |
| 3M | -2.6% | -24.8% | +22.3% | +4.2% |
| 6M | +6.4% | -23.5% | +29.9% | +12.4% |
| YTD | +15.5% | +13.8% | +1.6% | +6.3% |
| 1Y | +17.6% | +13.4% | +4.2% | +8.3% |
| 3Y | +75.0% | +62.8% | +12.2% | +39.5% |
| All | +32.3% | +27.4% | +4.8% | +10.8% |
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 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