+284.9%
NSC vs WPM
+749.7%
-464.8%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WPM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.3% | -1.3% | -1.6% |
| 7D | +2.5% | -3.6% | +6.0% | +2.7% |
| 30D | +1.7% | +1.4% | +0.3% | +1.5% |
| 3M | -2.6% | -0.2% | -2.4% | -2.8% |
| 6M | +6.4% | -7.3% | +13.7% | +6.5% |
| YTD | +15.5% | +12.3% | +3.1% | +13.6% |
| 1Y | +17.6% | +24.9% | -7.3% | +14.7% |
| 3Y | +75.0% | +210.4% | -135.4% | +57.0% |
| 5Y | +32.2% | +210.4% | -178.2% | +17.1% |
| All | +284.9% | +749.7% | -464.8% | +252.3% |
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