+326.9%
NSC vs WCC
+509.2%
-182.3%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +2.5% | -2.9% | -1.2% |
| 7D | -1.5% | +8.5% | -10.0% | -4.0% |
| 30D | -1.9% | -1.0% | -0.9% | -1.9% |
| 3M | +6.2% | +2.1% | +4.1% | +4.4% |
| 6M | +9.2% | +36.8% | -27.6% | -3.0% |
| YTD | +15.0% | +47.7% | -32.7% | -0.8% |
| 1Y | +21.1% | +66.5% | -45.4% | -0.3% |
| 3Y | +78.6% | +134.2% | -55.6% | +24.0% |
| 5Y | +45.9% | +231.6% | -185.8% | -16.6% |
| 10Y | +326.9% | +508.1% | -181.3% | +65.7% |
| All | +326.9% | +509.2% | -182.3% | +65.7% |
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