+73.3%
NSC vs WPM
+212.7%
-139.4%
-25.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WPM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | +2.9% | -5.7% | -2.9% |
| 7D | -6.6% | +16.9% | -23.5% | -7.1% |
| 30D | +2.2% | +2.0% | +0.2% | +2.0% |
| 3M | -6.2% | +8.9% | -15.1% | -6.5% |
| 6M | +1.7% | +1.6% | +0.1% | +1.6% |
| YTD | +12.2% | +16.5% | -4.3% | +11.3% |
| 1Y | +15.4% | +42.2% | -26.8% | +13.7% |
| 3Y | +73.3% | +213.3% | -140.0% | +50.1% |
| All | +73.3% | +212.7% | -139.4% | +50.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling