+2,334.8%
NSC vs WAT
+12,102.7%
-9,767.9%
-67.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | +1.0% | -3.8% | -3.1% |
| 7D | -6.6% | -1.1% | -5.5% | -6.4% |
| 30D | +2.2% | +5.0% | -2.8% | +0.9% |
| 3M | -6.2% | +14.5% | -20.7% | -9.4% |
| 6M | +1.7% | +30.9% | -29.2% | -5.4% |
| YTD | +12.2% | +20.5% | -8.2% | +5.6% |
| 1Y | +15.4% | +23.3% | -7.9% | +7.9% |
| 3Y | +73.3% | +81.5% | -8.1% | +44.4% |
| 5Y | +24.7% | +33.4% | -8.7% | +10.5% |
| 10Y | +324.5% | +231.5% | +93.0% | +203.1% |
| All | +2,334.8% | +12,102.7% | -9,767.9% | +1,011.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling