+19.6%
SW vs NSC
+70.9%
-51.3%
-40.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NSC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.5% | +0.8% | +1.0% |
| 7D | -5.1% | -5.5% | +0.4% | -2.4% |
| 30D | -4.6% | -3.2% | -1.4% | -3.1% |
| 3M | +9.4% | +7.7% | +1.7% | +5.3% |
| 6M | +3.5% | +4.5% | -1.0% | +0.7% |
| YTD | +22.0% | +15.6% | +6.5% | +13.5% |
| 1Y | +2.2% | +19.8% | -17.6% | -6.5% |
| All | +19.6% | +70.9% | -51.3% | -8.1% |
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