+15.4%
NSC vs WEC
+6.8%
+8.6%
-12.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -2.1% | -0.8% | -1.9% |
| 7D | -6.6% | -0.2% | -6.5% | -6.5% |
| 30D | +2.2% | +12.3% | -10.1% | -2.7% |
| 3M | -6.2% | +8.3% | -14.5% | -9.5% |
| 6M | +1.7% | +3.5% | -1.8% | +0.4% |
| YTD | +12.2% | +12.7% | -0.5% | +7.2% |
| 1Y | +15.4% | +8.2% | +7.2% | +11.4% |
| All | +15.4% | +6.8% | +8.6% | +11.4% |
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