+3,036.5%
NSC vs BWA
+2,496.1%
+540.4%
-67.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | +2.7% | -5.5% | -3.8% |
| 7D | -6.6% | -5.5% | -1.2% | -4.7% |
| 30D | +2.2% | -21.7% | +23.9% | +11.5% |
| 3M | -6.2% | -25.6% | +19.4% | +3.7% |
| 6M | +1.7% | -17.4% | +19.1% | +6.8% |
| YTD | +12.2% | +9.2% | +3.0% | +4.1% |
| 1Y | +15.4% | +9.7% | +5.7% | +6.6% |
| 3Y | +73.3% | +54.6% | +18.7% | +37.1% |
| 5Y | +24.7% | +26.8% | -2.1% | +2.5% |
| 10Y | +324.5% | +89.0% | +235.5% | +179.1% |
| All | +3,036.5% | +2,496.1% | +540.4% | +780.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling