+21.1%
NSC vs WEC
+3.0%
+18.1%
-12.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.1% | -1.5% | -0.9% |
| 7D | -1.5% | +0.8% | -2.3% | -1.8% |
| 30D | -1.9% | +0.3% | -2.3% | -2.2% |
| 3M | +6.2% | -2.9% | +9.2% | +7.5% |
| 6M | +9.2% | -5.9% | +15.1% | +11.7% |
| YTD | +15.0% | +4.1% | +10.9% | +14.8% |
| 1Y | +21.1% | +3.1% | +18.0% | +22.1% |
| All | +21.1% | +3.0% | +18.1% | +22.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling