+75.0%
NSC vs WCN
+52.1%
+22.9%
-25.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | 0.0% | -1.6% | -1.6% |
| 7D | +2.5% | +2.6% | -0.1% | +1.7% |
| 30D | +1.7% | +23.9% | -22.2% | -4.7% |
| 3M | -2.6% | +17.4% | -20.0% | -7.2% |
| 6M | +6.4% | +28.0% | -21.6% | -1.5% |
| YTD | +15.5% | +11.6% | +3.9% | +11.0% |
| 1Y | +17.6% | +16.9% | +0.7% | +11.5% |
| 3Y | +75.0% | +51.6% | +23.4% | +42.7% |
| All | +75.0% | +52.1% | +22.9% | +42.7% |
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