+29.3%
NSC vs WST
+1.6%
+27.7%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.1% | +0.8% | +0.7% |
| 7D | -3.4% | +1.4% | -4.8% | -3.6% |
| 30D | +3.6% | +12.7% | -9.1% | +1.9% |
| 3M | -1.4% | +17.2% | -18.6% | -3.6% |
| 6M | +6.0% | +26.7% | -20.7% | +2.3% |
| YTD | +15.5% | +50.3% | -34.8% | +8.6% |
| 1Y | +16.2% | +50.2% | -34.0% | +9.2% |
| 3Y | +76.9% | +21.7% | +55.2% | +64.4% |
| 5Y | +29.3% | +2.0% | +27.3% | +21.1% |
| All | +29.3% | +1.6% | +27.7% | +21.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling