+1,765.7%
NSC vs WCN
+7,914.0%
-6,148.2%
-65.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +0.5% | +1.3% | +1.7% |
| 7D | -5.4% | +1.2% | -6.5% | -5.7% |
| 30D | +2.9% | +24.6% | -21.6% | -3.8% |
| 3M | -2.2% | +14.2% | -16.4% | -6.2% |
| 6M | +5.3% | +25.7% | -20.4% | -2.1% |
| YTD | +14.8% | +9.3% | +5.5% | +11.0% |
| 1Y | +16.6% | +15.3% | +1.2% | +10.9% |
| 3Y | +78.6% | +48.6% | +30.0% | +56.3% |
| 5Y | +27.2% | +46.9% | -19.7% | +11.4% |
| 10Y | +302.5% | +298.1% | +4.4% | +171.4% |
| All | +1,765.7% | +7,914.0% | -6,148.2% | +719.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling