+75.4%
NSC vs WCN
+46.8%
+28.5%
-25.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -1.4% | -1.1% | -2.0% |
| 7D | -6.2% | +2.9% | -9.2% | -7.0% |
| 30D | +2.6% | +22.1% | -19.5% | -3.5% |
| 3M | -5.8% | +13.2% | -19.0% | -9.4% |
| 6M | +2.1% | +23.7% | -21.6% | -4.6% |
| YTD | +12.7% | +8.7% | +4.0% | +9.1% |
| 1Y | +15.9% | +15.3% | +0.5% | +10.2% |
| All | +75.4% | +46.8% | +28.5% | +43.2% |
Cumulative growth
Daily Returns
Daily percentage return beside WCN.
Daily Out/Under-Performance
Portfolio return minus WCN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WCN 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 WCN 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