+5,605.4%
NSC vs GWW
+14,492.5%
-8,887.2%
-67.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GWW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.9% | -0.4% | +0.1% |
| 7D | -5.5% | +1.4% | -6.9% | -6.1% |
| 30D | -3.2% | +3.3% | -6.5% | -4.7% |
| 3M | +7.7% | +2.9% | +4.7% | +5.9% |
| 6M | +4.5% | +15.8% | -11.3% | -2.9% |
| YTD | +15.6% | +32.0% | -16.5% | +0.9% |
| 1Y | +19.8% | +29.9% | -10.1% | +5.1% |
| 3Y | +70.1% | +91.1% | -21.0% | +23.8% |
| 5Y | +46.1% | +223.9% | -177.8% | -18.1% |
| 10Y | +328.1% | +567.0% | -239.0% | +65.3% |
| All | +5,605.4% | +14,492.5% | -8,887.2% | +553.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling