+5,565.6%
NSC vs WSM
+40,127.9%
-34,562.3%
-67.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +3.0% | -1.2% | +1.3% |
| 7D | -5.4% | +0.9% | -6.2% | -5.5% |
| 30D | +2.9% | +8.6% | -5.6% | +1.3% |
| 3M | -2.2% | +4.2% | -6.4% | -3.0% |
| 6M | +5.3% | +44.6% | -39.3% | -2.3% |
| YTD | +14.8% | +48.5% | -33.8% | +5.7% |
| 1Y | +16.6% | +34.7% | -18.1% | +9.2% |
| 3Y | +78.6% | +271.0% | -192.5% | +33.5% |
| 5Y | +27.2% | +180.9% | -153.8% | -2.9% |
| 10Y | +302.5% | +1,235.4% | -932.9% | +116.3% |
| All | +5,565.6% | +40,127.9% | -34,562.3% | +1,648.6% |
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