+27.1%
SW vs NSC
+16.2%
+10.9%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NSC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -2.8% | +1.9% | +0.9% |
| 7D | +2.3% | -6.6% | +8.9% | +6.9% |
| 30D | +6.8% | +2.2% | +4.6% | +5.2% |
| 3M | -5.2% | -6.2% | +1.0% | -1.1% |
| 6M | +7.4% | +1.7% | +5.7% | +4.5% |
| YTD | +17.4% | +12.2% | +5.2% | +4.1% |
| 1Y | +27.1% | +15.4% | +11.7% | +7.4% |
| All | +27.1% | +16.2% | +10.9% | +7.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling