+5,605.4%
NSC vs WSM
+34,755.7%
-29,150.3%
-67.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +2.1% | -1.6% | +0.1% |
| 7D | -5.5% | -3.3% | -2.2% | -4.9% |
| 30D | -3.2% | -8.4% | +5.2% | -1.6% |
| 3M | +7.7% | +9.7% | -2.0% | +5.6% |
| 6M | +4.5% | +16.7% | -12.2% | +1.0% |
| YTD | +15.6% | +28.7% | -13.1% | +9.5% |
| 1Y | +19.8% | +13.7% | +6.2% | +15.9% |
| 3Y | +70.1% | +230.1% | -160.0% | +29.9% |
| 5Y | +46.1% | +179.0% | -132.8% | +11.6% |
| 10Y | +328.1% | +1,002.5% | -674.4% | +138.5% |
| All | +5,605.4% | +34,755.7% | -29,150.3% | +1,711.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling