+3,129.8%
NSC vs BWA
+3,492.4%
-362.5%
-67.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +2.8% | -2.3% | -0.5% |
| 7D | -5.5% | +5.7% | -11.2% | -7.5% |
| 30D | -3.2% | +1.4% | -4.6% | -4.0% |
| 3M | +7.7% | -12.1% | +19.8% | +11.9% |
| 6M | +4.5% | +28.6% | -24.0% | -6.7% |
| YTD | +15.6% | +51.1% | -35.5% | -4.4% |
| 1Y | +19.8% | +55.9% | -36.0% | -2.5% |
| 3Y | +70.1% | +70.1% | 0.0% | +30.1% |
| 5Y | +46.1% | +90.7% | -44.6% | +3.4% |
| 10Y | +328.1% | +154.0% | +174.1% | +153.3% |
| All | +3,129.8% | +3,492.4% | -362.5% | +708.6% |
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