+309.6%
NSC vs WAT
+227.3%
+82.3%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | +1.0% | -3.8% | -3.2% |
| 7D | -6.6% | -1.1% | -5.5% | -6.3% |
| 30D | +2.2% | +5.0% | -2.8% | +0.2% |
| 3M | -6.2% | +14.5% | -20.7% | -11.0% |
| 6M | +1.7% | +30.9% | -29.2% | -8.8% |
| YTD | +12.2% | +20.5% | -8.2% | +2.3% |
| 1Y | +15.4% | +23.3% | -7.9% | +4.2% |
| 3Y | +73.3% | +81.5% | -8.1% | +26.0% |
| 5Y | +24.7% | +33.4% | -8.7% | +1.1% |
| All | +309.6% | +227.3% | +82.3% | +123.8% |
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