+302.5%
NSC vs WWD
+494.7%
-192.2%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +4.9% | -3.1% | 0.0% |
| 7D | -5.4% | +4.2% | -9.5% | -6.9% |
| 30D | +2.9% | -0.8% | +3.7% | +2.8% |
| 3M | -2.2% | -8.2% | +6.0% | +0.3% |
| 6M | +5.3% | -9.8% | +15.1% | +7.5% |
| YTD | +14.8% | +10.4% | +4.4% | +6.6% |
| 1Y | +16.6% | +25.5% | -8.9% | +2.2% |
| 3Y | +78.6% | +155.8% | -77.2% | +11.4% |
| 5Y | +27.2% | +187.3% | -160.1% | -26.9% |
| 10Y | +302.5% | +462.7% | -160.2% | +59.3% |
| All | +302.5% | +494.7% | -192.2% | +59.3% |
Cumulative growth
Daily Returns
Daily percentage return beside WWD.
Daily Out/Under-Performance
Portfolio return minus WWD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WWD 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 10y: compounded portfolio wealth divided by compounded WWD 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…
10y analysis · Full analysis span regression · 6 months rolling