+32.3%
NSC vs WCC
+139.9%
-107.7%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.7% | +0.1% | -1.2% |
| 7D | +2.5% | +9.9% | -7.5% | +0.3% |
| 30D | +1.7% | -8.4% | +10.1% | +3.1% |
| 3M | -2.6% | -10.3% | +7.8% | -1.1% |
| 6M | +6.4% | -10.5% | +16.9% | +7.3% |
| YTD | +15.5% | +32.2% | -16.7% | +4.9% |
| 1Y | +17.6% | +25.5% | -7.9% | +8.0% |
| 3Y | +75.0% | +134.7% | -59.7% | +31.2% |
| All | +32.3% | +139.9% | -107.7% | -5.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling