+78.4%
NSC vs WST
+16.9%
+61.5%
-25.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -4.0% | -0.3% | -4.0% |
| 7D | -3.8% | -5.8% | +2.0% | -3.2% |
| 30D | +4.1% | +5.3% | -1.2% | +3.6% |
| 3M | -3.3% | +11.8% | -15.1% | -4.2% |
| 6M | +5.9% | +26.7% | -20.8% | +3.5% |
| YTD | +15.5% | +43.0% | -27.5% | +11.4% |
| 1Y | +19.3% | +38.9% | -19.5% | +15.3% |
| All | +78.4% | +16.9% | +61.5% | +63.2% |
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