+32.0%
NSC vs GWW
+221.6%
-189.6%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GWW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.7% | -1.1% | -0.1% |
| 7D | -3.4% | +5.5% | -9.0% | -5.8% |
| 30D | +3.6% | +14.4% | -10.8% | -2.6% |
| 3M | -1.4% | +13.7% | -15.1% | -7.2% |
| 6M | +6.0% | +20.1% | -14.1% | -3.2% |
| YTD | +15.5% | +47.1% | -31.6% | -4.9% |
| 1Y | +16.2% | +56.2% | -40.0% | -7.1% |
| 3Y | +76.9% | +90.5% | -13.6% | +27.5% |
| All | +32.0% | +221.6% | -189.6% | -29.9% |
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