+5,602.3%
NSC vs WSM
+40,107.9%
-34,505.6%
-67.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | 0.0% | +0.7% | +0.7% |
| 7D | -3.4% | +3.1% | -6.5% | -4.0% |
| 30D | +3.6% | +8.5% | -4.9% | +2.0% |
| 3M | -1.4% | +4.6% | -6.0% | -2.4% |
| 6M | +6.0% | +44.5% | -38.6% | -1.6% |
| YTD | +15.5% | +48.4% | -32.9% | +6.4% |
| 1Y | +16.2% | +36.2% | -20.0% | +8.7% |
| 3Y | +76.9% | +268.8% | -191.8% | +32.4% |
| 5Y | +29.3% | +185.2% | -155.9% | -1.6% |
| 10Y | +298.3% | +1,175.8% | -877.6% | +115.7% |
| All | +5,602.3% | +40,107.9% | -34,505.6% | +1,660.1% |
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