+74.6%
NSC vs WAT
+46.1%
+28.4%
-25.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.0% | +1.5% | +0.7% |
| 7D | -5.5% | -1.3% | -4.2% | -5.2% |
| 30D | -3.2% | +2.3% | -5.6% | -3.8% |
| 3M | +7.7% | +8.7% | -1.1% | +5.5% |
| 6M | +4.5% | +28.3% | -23.8% | -2.3% |
| YTD | +15.6% | +7.8% | +7.8% | +12.8% |
| 1Y | +19.8% | +36.6% | -16.8% | +8.7% |
| All | +74.6% | +46.1% | +28.4% | +50.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling