+147.8%
SW vs NSC
+328.1%
-180.3%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NSC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.5% | +0.8% | +1.1% |
| 7D | -5.1% | -5.5% | +0.4% | -3.6% |
| 30D | -4.6% | -3.2% | -1.4% | -3.7% |
| 3M | +9.4% | +7.7% | +1.7% | +7.2% |
| 6M | +3.5% | +4.5% | -1.0% | +2.1% |
| YTD | +22.0% | +15.6% | +6.5% | +17.4% |
| 1Y | +2.2% | +19.8% | -17.6% | -2.6% |
| 3Y | +19.6% | +70.1% | -50.5% | +4.4% |
| 5Y | -2.3% | +46.1% | -48.5% | -12.9% |
| All | +147.8% | +328.1% | -180.3% | +80.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling