+1,076.0%
NSC vs WU
-20.2%
+1,096.2%
-62.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -2.0% | -0.8% | -2.0% |
| 7D | -6.6% | +11.7% | -18.3% | -11.1% |
| 30D | +2.2% | +12.6% | -10.5% | -3.2% |
| 3M | -6.2% | -0.5% | -5.7% | -6.7% |
| 6M | +1.7% | -18.2% | +19.9% | +7.9% |
| YTD | +12.2% | -19.0% | +31.2% | +18.6% |
| 1Y | +15.4% | -16.7% | +32.1% | +20.1% |
| 3Y | +73.3% | -21.0% | +94.4% | +79.6% |
| 5Y | +24.7% | -41.7% | +66.4% | +43.6% |
| 10Y | +324.5% | -35.0% | +359.5% | +353.8% |
| All | +1,076.0% | -20.2% | +1,096.2% | +842.1% |
Cumulative growth
Daily Returns
Daily percentage return beside WU.
Daily Out/Under-Performance
Portfolio return minus WU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WU 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 WU 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