+78.9%
NSC vs NWSA
+46.6%
+32.3%
-25.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.8% | +2.3% | +1.1% |
| 7D | -5.5% | -1.9% | -3.6% | -4.9% |
| 30D | -3.2% | +4.6% | -7.8% | -4.7% |
| 3M | +7.7% | +13.2% | -5.6% | +2.8% |
| 6M | +4.5% | +27.0% | -22.5% | -4.8% |
| YTD | +15.6% | +16.8% | -1.3% | +8.4% |
| 1Y | +19.8% | +4.5% | +15.3% | +17.9% |
| All | +78.9% | +46.6% | +32.3% | +48.2% |
Cumulative growth
Daily Returns
Daily percentage return beside NWSA.
Daily Out/Under-Performance
Portfolio return minus NWSA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NWSA 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 NWSA 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