+299.9%
NSC vs WAB
+282.9%
+17.0%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.2% | +0.6% | +0.7% |
| 7D | -3.5% | +3.1% | -6.7% | -5.0% |
| 30D | +3.9% | +6.4% | -2.5% | +0.7% |
| 3M | -0.8% | +2.2% | -3.0% | -2.1% |
| 6M | +7.1% | +13.7% | -6.6% | -0.2% |
| YTD | +16.4% | +43.0% | -26.6% | -3.1% |
| 1Y | +16.9% | +47.0% | -30.1% | -4.1% |
| 3Y | +78.4% | +174.4% | -96.0% | +6.1% |
| 5Y | +33.1% | +222.2% | -189.1% | -27.8% |
| 10Y | +299.9% | +276.9% | +23.0% | +70.8% |
| All | +299.9% | +282.9% | +17.0% | +70.8% |
Cumulative growth
Daily Returns
Daily percentage return beside WAB.
Daily Out/Under-Performance
Portfolio return minus WAB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WAB 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 WAB 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