+73.3%
NSC vs WCC
+110.7%
-37.3%
-25.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | +2.2% | -5.0% | -3.2% |
| 7D | -6.6% | -14.7% | +8.1% | -4.0% |
| 30D | +2.2% | -20.1% | +22.2% | +6.2% |
| 3M | -6.2% | -21.2% | +15.0% | -2.5% |
| 6M | +1.7% | -19.2% | +20.8% | +4.6% |
| YTD | +12.2% | +20.2% | -8.0% | +4.2% |
| 1Y | +15.4% | +14.5% | +1.0% | +8.2% |
| 3Y | +73.3% | +115.1% | -41.8% | +25.5% |
| All | +73.3% | +110.7% | -37.3% | +25.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling