+37.3%
NSC vs WETO
-99.4%
+136.7%
-16.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WETO | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +7.1% | -7.1% | 0.0% |
| 7D | -1.4% | -19.9% | +18.5% | -1.3% |
| 30D | -3.4% | -42.7% | +39.3% | -3.7% |
| 3M | +5.1% | -97.7% | +102.8% | +5.0% |
| 6M | +9.2% | -94.4% | +103.6% | +8.7% |
| YTD | +13.4% | -97.0% | +110.4% | +13.8% |
| 1Y | +20.8% | -98.9% | +119.6% | +22.6% |
| All | +37.3% | -99.4% | +136.7% | +39.3% |
Cumulative growth
Daily Returns
Daily percentage return beside WETO.
Daily Out/Under-Performance
Portfolio return minus WETO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WETO 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 3y: compounded portfolio wealth divided by compounded WETO 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…
3y analysis · Full analysis span regression · 6 months rolling