+335.7%
NSC vs WSM
+997.3%
-661.6%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.1% | -1.3% | -1.4% |
| 7D | -2.0% | +2.6% | -4.7% | -2.6% |
| 30D | -3.2% | -9.3% | +6.1% | -1.0% |
| 3M | +3.9% | +7.1% | -3.2% | +2.0% |
| 6M | +7.8% | +21.7% | -13.9% | +2.3% |
| YTD | +13.4% | +28.7% | -15.3% | +5.9% |
| 1Y | +20.3% | +13.9% | +6.5% | +15.3% |
| 3Y | +76.1% | +232.2% | -156.1% | +23.0% |
| 5Y | +45.0% | +176.4% | -131.4% | +1.7% |
| 10Y | +335.7% | +1,072.4% | -736.7% | +78.5% |
| All | +335.7% | +997.3% | -661.6% | +78.5% |
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