+45.3%
NSC vs GWRE
+16.2%
+29.1%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GWRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -5.0% | +3.6% | -0.9% |
| 7D | -2.0% | -26.2% | +24.2% | +0.8% |
| 30D | -3.2% | -17.8% | +14.6% | -1.7% |
| 3M | +3.9% | +14.2% | -10.3% | +1.2% |
| 6M | +7.8% | -12.9% | +20.7% | +8.0% |
| YTD | +13.4% | -29.2% | +42.6% | +17.4% |
| 1Y | +20.3% | -44.4% | +64.7% | +30.1% |
| 3Y | +76.1% | +51.1% | +25.0% | +50.5% |
| All | +45.3% | +16.2% | +29.1% | +26.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling