+73.3%
NSC vs WST
+19.1%
+54.3%
-25.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | +1.9% | -4.7% | -3.0% |
| 7D | -6.6% | -3.1% | -3.5% | -6.3% |
| 30D | +2.2% | +9.1% | -6.9% | +1.4% |
| 3M | -6.2% | +14.7% | -20.9% | -7.4% |
| 6M | +1.7% | +28.0% | -26.3% | -0.7% |
| YTD | +12.2% | +45.6% | -33.4% | +8.1% |
| 1Y | +15.4% | +45.7% | -30.2% | +11.1% |
| 3Y | +73.3% | +21.1% | +52.3% | +58.3% |
| All | +73.3% | +19.1% | +54.3% | +58.3% |
Cumulative growth
Daily Returns
Daily percentage return beside WST.
Daily Out/Under-Performance
Portfolio return minus WST return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WST 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 3y: compounded portfolio wealth divided by compounded WST 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…
3y analysis · Full analysis span regression · 6 months rolling