+2,952.8%
NSC vs WAB
+4,092.2%
-1,139.4%
-67.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.7% | -0.2% | +0.2% |
| 7D | -5.5% | -3.2% | -2.3% | -4.3% |
| 30D | -3.2% | -4.4% | +1.2% | -1.6% |
| 3M | +7.7% | +7.9% | -0.2% | +4.2% |
| 6M | +4.5% | +8.7% | -4.2% | +0.6% |
| YTD | +15.6% | +33.0% | -17.4% | +3.1% |
| 1Y | +19.8% | +46.7% | -26.8% | +2.9% |
| 3Y | +70.1% | +153.0% | -82.9% | +17.7% |
| 5Y | +46.1% | +222.3% | -176.2% | -8.4% |
| 10Y | +328.1% | +291.0% | +37.1% | +136.7% |
| All | +2,952.8% | +4,092.2% | -1,139.4% | +738.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling