+24.4%
NSC vs WPM
+246.3%
-221.9%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WPM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | +2.9% | -5.7% | -3.1% |
| 7D | -6.6% | +16.9% | -23.5% | -7.8% |
| 30D | +2.2% | +2.0% | +0.2% | +1.9% |
| 3M | -6.2% | +8.9% | -15.1% | -7.1% |
| 6M | +1.7% | +1.6% | +0.1% | +1.1% |
| YTD | +12.2% | +16.5% | -4.3% | +9.2% |
| 1Y | +15.4% | +42.2% | -26.8% | +9.7% |
| 3Y | +73.3% | +213.3% | -140.0% | +41.4% |
| All | +24.4% | +246.3% | -221.9% | -3.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling