+324.2%
NSC vs GWRE
+131.0%
+193.2%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GWRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.6% | -1.5% | -1.0% |
| 7D | -2.8% | -13.2% | +10.4% | -0.2% |
| 30D | -4.5% | -18.6% | +14.1% | -1.6% |
| 3M | +3.5% | +18.9% | -15.4% | -1.9% |
| 6M | +8.5% | -11.0% | +19.5% | +7.5% |
| YTD | +12.3% | -29.9% | +42.2% | +17.2% |
| 1Y | +18.9% | -44.3% | +63.3% | +31.3% |
| 3Y | +74.1% | +51.7% | +22.5% | +39.9% |
| 5Y | +43.9% | +15.4% | +28.5% | +22.3% |
| All | +324.2% | +131.0% | +193.2% | +180.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling