+1,567.3%
NSC vs WCC
+1,535.5%
+31.8%
-65.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +8.1% | -6.3% | -0.4% |
| 7D | -5.4% | -5.7% | +0.3% | -4.2% |
| 30D | +2.9% | -13.5% | +16.4% | +6.3% |
| 3M | -2.2% | -12.9% | +10.7% | +0.4% |
| 6M | +5.3% | -10.7% | +15.9% | +6.2% |
| YTD | +14.8% | +30.0% | -15.2% | +3.4% |
| 1Y | +16.6% | +24.7% | -8.1% | +6.0% |
| 3Y | +78.6% | +136.6% | -58.0% | +29.6% |
| 5Y | +27.2% | +143.9% | -116.7% | -12.8% |
| 10Y | +302.5% | +465.9% | -163.4% | +98.9% |
| All | +1,567.3% | +1,535.5% | +31.8% | +422.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling