+302.5%
NSC vs WEC
+178.6%
+123.9%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +1.1% | +0.7% | +1.4% |
| 7D | -5.4% | +0.2% | -5.6% | -5.4% |
| 30D | +2.9% | +12.9% | -10.0% | -2.3% |
| 3M | -2.2% | +9.8% | -11.9% | -6.2% |
| 6M | +5.3% | +6.7% | -1.5% | +2.2% |
| YTD | +14.8% | +14.0% | +0.8% | +8.2% |
| 1Y | +16.6% | +7.3% | +9.2% | +12.7% |
| 3Y | +78.6% | +63.8% | +14.8% | +42.1% |
| 5Y | +27.2% | +54.8% | -27.6% | +2.9% |
| 10Y | +302.5% | +185.7% | +116.8% | +216.2% |
| All | +302.5% | +178.6% | +123.9% | +216.2% |
Cumulative growth
Daily Returns
Daily percentage return beside WEC.
Daily Out/Under-Performance
Portfolio return minus WEC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WEC 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 10y: compounded portfolio wealth divided by compounded WEC 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…
10y analysis · Full analysis span regression · 6 months rolling