+75.0%
NSC vs GWRE
+74.3%
+0.7%
-25.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GWRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.1% | -0.5% | -1.6% |
| 7D | +2.5% | -2.0% | +4.5% | +2.6% |
| 30D | +1.7% | -4.1% | +5.8% | +1.8% |
| 3M | -2.6% | -13.4% | +10.8% | -2.2% |
| 6M | +6.4% | +26.0% | -19.5% | +3.9% |
| YTD | +15.5% | -21.3% | +36.8% | +18.6% |
| 1Y | +17.6% | -27.5% | +45.1% | +22.2% |
| 3Y | +75.0% | +72.7% | +2.3% | +55.2% |
| All | +75.0% | +74.3% | +0.7% | +55.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling