-2.6%
SW vs NSC
+23.9%
-26.5%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NSC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -2.8% | +1.9% | +0.2% |
| 7D | +2.3% | -6.6% | +8.9% | +5.2% |
| 30D | +6.8% | +2.2% | +4.6% | +5.9% |
| 3M | -5.2% | -6.2% | +1.0% | -2.7% |
| 6M | +7.4% | +1.7% | +5.7% | +6.3% |
| YTD | +17.4% | +12.2% | +5.2% | +11.9% |
| 1Y | +27.1% | +15.4% | +11.7% | +19.9% |
| 3Y | +47.9% | +73.3% | -25.5% | +20.5% |
| All | -2.6% | +23.9% | -26.5% | -18.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling