+5,605.4%
NSC vs WEC
+3,978.4%
+1,627.0%
-67.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.7% | +1.2% | +0.8% |
| 7D | -5.5% | -0.3% | -5.2% | -5.4% |
| 30D | -3.2% | -1.3% | -1.9% | -2.7% |
| 3M | +7.7% | -3.9% | +11.6% | +9.5% |
| 6M | +4.5% | -8.3% | +12.8% | +8.5% |
| YTD | +15.6% | +3.1% | +12.5% | +13.7% |
| 1Y | +19.8% | +1.9% | +17.9% | +18.3% |
| 3Y | +70.1% | +41.9% | +28.2% | +43.1% |
| 5Y | +46.1% | +30.8% | +15.3% | +26.3% |
| 10Y | +328.1% | +141.9% | +186.2% | +169.8% |
| All | +5,605.4% | +3,978.4% | +1,627.0% | +1,117.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling