+302.5%
NSC vs WPM
+553.6%
-251.0%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WPM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +5.6% | -3.8% | +1.5% |
| 7D | -5.4% | +20.8% | -26.2% | -6.4% |
| 30D | +2.9% | +3.8% | -0.9% | +2.6% |
| 3M | -2.2% | +7.4% | -9.6% | -2.7% |
| 6M | +5.3% | +4.0% | +1.3% | +4.7% |
| YTD | +14.8% | +23.0% | -8.3% | +12.4% |
| 1Y | +16.6% | +45.9% | -29.4% | +12.8% |
| 3Y | +78.6% | +242.9% | -164.3% | +60.5% |
| 5Y | +27.2% | +259.5% | -232.3% | +12.8% |
| 10Y | +302.5% | +577.7% | -275.2% | +266.0% |
| All | +302.5% | +553.6% | -251.0% | +266.0% |
Cumulative growth
Daily Returns
Daily percentage return beside WPM.
Daily Out/Under-Performance
Portfolio return minus WPM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WPM 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 10y: compounded portfolio wealth divided by compounded WPM 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…
10y analysis · Full analysis span regression · 6 months rolling