+302.5%
NSC vs WAT
+232.2%
+70.3%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +4.2% | -2.3% | +0.3% |
| 7D | -5.4% | +6.0% | -11.4% | -7.3% |
| 30D | +2.9% | +9.9% | -6.9% | -0.6% |
| 3M | -2.2% | +17.2% | -19.3% | -7.9% |
| 6M | +5.3% | +34.2% | -29.0% | -6.4% |
| YTD | +14.8% | +25.5% | -10.7% | +3.1% |
| 1Y | +16.6% | +28.3% | -11.7% | +3.7% |
| 3Y | +78.6% | +88.4% | -9.8% | +28.2% |
| 5Y | +27.2% | +36.1% | -9.0% | +2.7% |
| 10Y | +302.5% | +234.8% | +67.7% | +117.2% |
| All | +302.5% | +232.2% | +70.3% | +117.2% |
Cumulative growth
Daily Returns
Daily percentage return beside WAT.
Daily Out/Under-Performance
Portfolio return minus WAT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WAT 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 WAT 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