+510.9%
NSC vs GWRE
+869.7%
-358.8%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GWRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -19.9% | +20.4% | +4.2% |
| 7D | -5.5% | -21.1% | +15.6% | -1.8% |
| 30D | -3.2% | +1.3% | -4.5% | -4.3% |
| 3M | +7.7% | +7.4% | +0.2% | +4.4% |
| 6M | +4.5% | +5.6% | -1.1% | +0.3% |
| YTD | +15.6% | -19.2% | +34.8% | +16.8% |
| 1Y | +19.8% | -25.1% | +45.0% | +22.2% |
| 3Y | +70.1% | +87.7% | -17.6% | +36.1% |
| 5Y | +46.1% | +32.0% | +14.1% | +23.9% |
| 10Y | +328.1% | +157.8% | +170.3% | +205.3% |
| All | +510.9% | +869.7% | -358.8% | +278.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling