+20.3%
SHW vs NSC
+75.0%
-54.7%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NSC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.4% | -0.3% | -1.1% |
| 7D | -3.2% | -2.0% | -1.2% | -2.4% |
| 30D | -11.4% | -3.2% | -8.2% | -10.3% |
| 3M | +3.5% | +3.9% | -0.4% | +1.6% |
| 6M | -3.4% | +7.8% | -11.1% | -6.6% |
| YTD | -0.3% | +13.4% | -13.7% | -5.5% |
| 1Y | -10.4% | +20.3% | -30.7% | -16.9% |
| All | +20.3% | +75.0% | -54.7% | -3.8% |
Cumulative growth
Daily Returns
Daily percentage return beside NSC.
Daily Out/Under-Performance
Portfolio return minus NSC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NSC 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 NSC 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