+77.8%
NSC vs GWW
+95.0%
-17.1%
-25.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GWW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.1% | -0.3% | +0.3% |
| 7D | +1.6% | +3.7% | -2.1% | 0.0% |
| 30D | +4.2% | +13.6% | -9.4% | -1.7% |
| 3M | -0.2% | +15.4% | -15.6% | -6.6% |
| 6M | +7.6% | +21.8% | -14.2% | -2.4% |
| YTD | +17.4% | +50.0% | -32.7% | -4.8% |
| 1Y | +18.3% | +60.2% | -41.9% | -7.4% |
| All | +77.8% | +95.0% | -17.1% | +23.8% |
Cumulative growth
Daily Returns
Daily percentage return beside GWW.
Daily Out/Under-Performance
Portfolio return minus GWW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GWW 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 GWW 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