+1,111.0%
NSC vs WU
-19.6%
+1,130.6%
-62.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.0% | +1.5% | +0.9% |
| 7D | -5.5% | -0.8% | -4.7% | -5.2% |
| 30D | -3.2% | -1.1% | -2.1% | -2.9% |
| 3M | +7.7% | -3.9% | +11.5% | +7.4% |
| 6M | +4.5% | -20.7% | +25.2% | +12.5% |
| YTD | +15.6% | -18.4% | +33.9% | +22.5% |
| 1Y | +19.8% | -8.1% | +27.9% | +19.2% |
| 3Y | +70.1% | -24.2% | +94.3% | +79.8% |
| 5Y | +46.1% | -50.4% | +96.6% | +82.2% |
| 10Y | +328.1% | -40.0% | +368.1% | +377.3% |
| All | +1,111.0% | -19.6% | +1,130.6% | +872.9% |
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