+484.1%
NSC vs NWSA
+127.4%
+356.7%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.8% | +2.3% | +1.2% |
| 7D | -5.5% | -1.9% | -3.6% | -4.8% |
| 30D | -3.2% | +4.6% | -7.8% | -5.0% |
| 3M | +7.7% | +13.2% | -5.6% | +1.9% |
| 6M | +4.5% | +27.0% | -22.5% | -6.0% |
| YTD | +15.6% | +16.8% | -1.3% | +7.1% |
| 1Y | +19.8% | +4.5% | +15.3% | +15.9% |
| 3Y | +70.1% | +46.2% | +23.9% | +41.7% |
| 5Y | +46.1% | +40.9% | +5.2% | +19.5% |
| 10Y | +328.1% | +145.1% | +183.0% | +151.3% |
| All | +484.1% | +127.4% | +356.7% | +246.7% |
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