+15.0%
SW vs NSC
+6.3%
+8.7%
-19.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | NSC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -4.3% | +2.8% | +0.2% |
| 7D | +4.7% | -3.8% | +8.4% | +6.2% |
| 30D | +5.0% | +4.1% | +0.9% | +3.9% |
| 3M | -7.3% | -3.3% | -4.1% | -6.0% |
| 6M | +15.0% | +5.9% | +9.1% | +14.2% |
| All | +15.0% | +6.3% | +8.7% | +14.2% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling