+328.2%
NSC vs WTW
+197.9%
+130.3%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WTW | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.5% | -0.5% | -0.2% |
| 7D | -1.4% | -7.8% | +6.4% | +2.3% |
| 30D | -3.4% | -7.9% | +4.5% | +0.2% |
| 3M | +5.1% | +19.9% | -14.9% | -4.3% |
| 6M | +9.2% | +9.8% | -0.6% | +2.8% |
| YTD | +13.4% | -3.3% | +16.7% | +12.8% |
| 1Y | +20.8% | -3.3% | +24.1% | +19.7% |
| 3Y | +76.1% | +61.5% | +14.5% | +29.6% |
| 5Y | +45.3% | +42.6% | +2.7% | +12.7% |
| All | +328.2% | +197.9% | +130.3% | +125.1% |
Cumulative growth
Daily Returns
Daily percentage return beside WTW.
Daily Out/Under-Performance
Portfolio return minus WTW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WTW 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 10y: compounded portfolio wealth divided by compounded WTW 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…
10y analysis · Full analysis span regression · 6 months rolling