+1,582.1%
NSC vs WPM
+5,967.5%
-4,385.4%
-62.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WPM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.1% | +1.6% | +0.6% |
| 7D | -5.5% | +1.1% | -6.6% | -5.7% |
| 30D | -3.2% | +26.4% | -29.6% | -6.2% |
| 3M | +7.7% | +20.8% | -13.2% | +4.6% |
| 6M | +4.5% | +1.1% | +3.4% | +3.5% |
| YTD | +15.6% | +32.5% | -16.9% | +10.0% |
| 1Y | +19.8% | +51.5% | -31.7% | +11.7% |
| 3Y | +70.1% | +267.0% | -196.9% | +38.9% |
| 5Y | +46.1% | +250.1% | -204.0% | +18.6% |
| 10Y | +328.1% | +540.4% | -212.3% | +205.9% |
| All | +1,582.1% | +5,967.5% | -4,385.4% | +655.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling