+45.9%
NSC vs GWW
+222.6%
-176.7%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GWW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.7% | +2.2% | +0.7% |
| 7D | -1.5% | -1.5% | 0.0% | -0.9% |
| 30D | -1.9% | +1.1% | -3.0% | -2.5% |
| 3M | +6.2% | -1.0% | +7.2% | +6.3% |
| 6M | +9.2% | +16.3% | -7.1% | +1.0% |
| YTD | +15.0% | +28.5% | -13.5% | +1.2% |
| 1Y | +21.1% | +30.3% | -9.2% | +5.6% |
| 3Y | +78.6% | +91.6% | -13.0% | +29.4% |
| 5Y | +45.9% | +224.0% | -178.1% | -17.2% |
| All | +45.9% | +222.6% | -176.7% | -17.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling