+298.3%
NSC vs WCC
+460.5%
-162.2%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.1% | +0.6% | +0.6% |
| 7D | -3.4% | -9.9% | +6.5% | -0.8% |
| 30D | +3.6% | -13.4% | +17.0% | +7.3% |
| 3M | -1.4% | -13.5% | +12.1% | +1.6% |
| 6M | +6.0% | -10.6% | +16.6% | +6.9% |
| YTD | +15.5% | +30.1% | -14.6% | +2.3% |
| 1Y | +16.2% | +22.3% | -6.1% | +4.7% |
| 3Y | +76.9% | +130.3% | -53.3% | +21.7% |
| 5Y | +29.3% | +144.5% | -115.2% | -18.7% |
| 10Y | +298.3% | +431.8% | -133.6% | +59.4% |
| All | +298.3% | +460.5% | -162.2% | +59.4% |
Cumulative growth
Daily Returns
Daily percentage return beside WCC.
Daily Out/Under-Performance
Portfolio return minus WCC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WCC 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 WCC 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