+508.0%
NSC vs GWRE
+793.8%
-285.8%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-08.
| Period | Portfolio | GWRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -7.8% | +7.4% | +1.0% |
| 7D | -1.5% | -25.6% | +24.0% | +3.3% |
| 30D | -1.9% | -12.2% | +10.3% | -0.4% |
| 3M | +6.2% | +17.7% | -11.5% | +1.2% |
| 6M | +9.2% | -11.3% | +20.5% | +8.5% |
| YTD | +15.0% | -25.5% | +40.5% | +18.0% |
| 1Y | +21.1% | -42.8% | +63.9% | +31.5% |
| 3Y | +78.6% | +59.0% | +19.6% | +48.1% |
| 5Y | +45.9% | +21.6% | +24.3% | +25.5% |
| 10Y | +326.9% | +139.2% | +187.7% | +208.4% |
| All | +508.0% | +793.8% | -285.8% | +282.2% |
Cumulative growth
Daily Returns
Daily percentage return beside GWRE.
Daily Out/Under-Performance
Portfolio return minus GWRE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GWRE 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 1990-01-01 to 2026-09-08: compounded portfolio wealth divided by compounded GWRE 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…
1990-01-01 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling