+295.3%
NSC vs WAB
+285.6%
+9.7%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +1.8% | -4.3% | -3.3% |
| 7D | -6.2% | +1.4% | -7.7% | -6.9% |
| 30D | +2.6% | +0.4% | +2.2% | +2.1% |
| 3M | -5.8% | -3.8% | -2.0% | -4.4% |
| 6M | +2.1% | +5.1% | -3.0% | -1.3% |
| YTD | +12.7% | +33.3% | -20.6% | -3.1% |
| 1Y | +15.9% | +39.8% | -23.9% | -2.7% |
| 3Y | +74.0% | +161.1% | -87.0% | +6.0% |
| 5Y | +25.2% | +209.5% | -184.3% | -30.9% |
| All | +295.3% | +285.6% | +9.7% | +72.2% |
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