+467.2%
NSC vs NWSA
+98.2%
+369.0%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -0.3% | -2.5% | -2.7% |
| 7D | -6.6% | -9.4% | +2.7% | -3.2% |
| 30D | +2.2% | -7.8% | +9.9% | +5.1% |
| 3M | -6.2% | -10.8% | +4.5% | -2.4% |
| 6M | +1.7% | +1.1% | +0.6% | 0.0% |
| YTD | +12.2% | +1.8% | +10.4% | +9.3% |
| 1Y | +15.4% | +6.0% | +9.4% | +10.4% |
| 3Y | +73.3% | +24.6% | +48.8% | +53.3% |
| 5Y | +24.7% | +13.1% | +11.5% | +11.4% |
| 10Y | +324.5% | +148.5% | +176.0% | +148.8% |
| All | +467.2% | +98.2% | +369.0% | +254.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling