+329.1%
NSC vs WAT
+161.1%
+168.0%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.0% | +1.5% | +0.9% |
| 7D | -5.5% | -1.3% | -4.2% | -5.1% |
| 30D | -3.2% | +2.3% | -5.6% | -4.1% |
| 3M | +7.7% | +8.7% | -1.1% | +4.1% |
| 6M | +4.5% | +28.3% | -23.8% | -6.3% |
| YTD | +15.6% | +7.8% | +7.8% | +10.1% |
| 1Y | +19.8% | +36.6% | -16.8% | +3.1% |
| 3Y | +70.1% | +45.7% | +24.4% | +35.7% |
| 5Y | +46.1% | -3.3% | +49.4% | +37.3% |
| All | +329.1% | +161.1% | +168.0% | +148.9% |
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