+37.3%
NSC vs WETO
-99.4%
+136.8%
-16.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WETO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -5.1% | +3.7% | -1.4% |
| 7D | -2.0% | -38.7% | +36.6% | -1.9% |
| 30D | -3.2% | -51.3% | +48.1% | -3.4% |
| 3M | +3.9% | -97.8% | +101.8% | +3.9% |
| 6M | +7.8% | -94.8% | +102.5% | +7.3% |
| YTD | +13.4% | -97.2% | +110.6% | +13.8% |
| 1Y | +20.3% | -98.9% | +119.3% | +22.2% |
| All | +37.3% | -99.4% | +136.8% | +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 all: 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…
all analysis · Full analysis span regression · 6 months rolling