+47.4%
NSC vs WCN
+30.3%
+17.1%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.2% | +1.7% | +1.0% |
| 7D | -5.5% | -0.6% | -4.9% | -5.3% |
| 30D | -3.2% | +0.4% | -3.7% | -3.4% |
| 3M | +7.7% | +7.3% | +0.4% | +4.3% |
| 6M | +4.5% | -2.5% | +7.0% | +5.1% |
| YTD | +15.6% | -5.4% | +20.9% | +17.4% |
| 1Y | +19.8% | -8.5% | +28.3% | +23.4% |
| 3Y | +70.1% | +20.8% | +49.3% | +48.8% |
| All | +47.4% | +30.3% | +17.1% | +21.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling