+298.3%
NSC vs WSM
+1,226.6%
-928.3%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | 0.0% | +0.7% | +0.7% |
| 7D | -3.4% | +3.1% | -6.5% | -4.1% |
| 30D | +3.6% | +8.5% | -4.9% | +1.6% |
| 3M | -1.4% | +4.6% | -6.0% | -2.6% |
| 6M | +6.0% | +44.5% | -38.6% | -3.3% |
| YTD | +15.5% | +48.4% | -32.9% | +4.3% |
| 1Y | +16.2% | +36.2% | -20.0% | +6.9% |
| 3Y | +76.9% | +268.8% | -191.8% | +21.1% |
| 5Y | +29.3% | +185.2% | -155.9% | -9.3% |
| 10Y | +298.3% | +1,175.8% | -877.6% | +62.9% |
| All | +298.3% | +1,226.6% | -928.3% | +62.9% |
Cumulative growth
Daily Returns
Daily percentage return beside WSM.
Daily Out/Under-Performance
Portfolio return minus WSM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WSM 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 WSM 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