+291.1%
NSC vs WAB
+269.8%
+21.4%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.2% | +2.0% | +1.4% |
| 7D | +1.6% | +7.9% | -6.3% | -2.0% |
| 30D | +4.2% | +4.9% | -0.7% | +1.6% |
| 3M | -0.2% | +1.8% | -2.0% | -1.4% |
| 6M | +7.6% | +12.0% | -4.4% | +0.9% |
| YTD | +17.4% | +41.3% | -23.9% | -1.8% |
| 1Y | +18.3% | +43.8% | -25.5% | -2.0% |
| 3Y | +79.8% | +171.1% | -91.3% | +7.6% |
| 5Y | +34.3% | +217.7% | -183.4% | -26.7% |
| All | +291.1% | +269.8% | +21.4% | +68.2% |
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