+21.1%
NSC vs WWD
+40.3%
-19.2%
-12.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.0% | +1.5% | -0.2% |
| 7D | -1.5% | +0.8% | -2.3% | -1.6% |
| 30D | -1.9% | -6.4% | +4.5% | -1.2% |
| 3M | +6.2% | -5.6% | +11.8% | +6.3% |
| 6M | +9.2% | -9.1% | +18.3% | +9.6% |
| YTD | +15.0% | +12.5% | +2.5% | +12.1% |
| 1Y | +21.1% | +41.3% | -20.2% | +15.2% |
| All | +21.1% | +40.3% | -19.2% | +15.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling