+2,544.0%
NSC vs WTW
+1,174.9%
+1,369.1%
-62.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WTW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -2.1% | +2.6% | +1.4% |
| 7D | -5.5% | -2.6% | -2.9% | -4.5% |
| 30D | -3.2% | -1.0% | -2.2% | -2.9% |
| 3M | +7.7% | +29.9% | -22.2% | -4.3% |
| 6M | +4.5% | +10.7% | -6.2% | -1.3% |
| YTD | +15.6% | +2.6% | +13.0% | +12.0% |
| 1Y | +19.8% | +2.8% | +17.1% | +15.7% |
| 3Y | +70.1% | +67.3% | +2.8% | +30.6% |
| 5Y | +46.1% | +56.6% | -10.5% | +14.3% |
| 10Y | +328.1% | +204.1% | +124.0% | +148.0% |
| All | +2,544.0% | +1,174.9% | +1,369.1% | +988.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling