+16.9%
NSC vs WAB
+46.1%
-29.2%
-12.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.2% | +0.6% | +0.7% |
| 7D | -3.5% | +3.1% | -6.7% | -4.5% |
| 30D | +3.9% | +6.4% | -2.5% | +1.8% |
| 3M | -0.8% | +2.2% | -3.0% | -1.6% |
| 6M | +7.1% | +13.7% | -6.6% | +2.3% |
| YTD | +16.4% | +43.0% | -26.6% | -1.1% |
| 1Y | +16.9% | +47.0% | -30.1% | -2.5% |
| All | +16.9% | +46.1% | -29.2% | -2.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling