+47.4%
NSC vs WWD
+198.3%
-150.8%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.1% | -0.6% | +0.2% |
| 7D | -5.5% | +1.3% | -6.8% | -5.8% |
| 30D | -3.2% | -7.2% | +4.0% | -1.4% |
| 3M | +7.7% | -3.8% | +11.5% | +7.9% |
| 6M | +4.5% | -9.9% | +14.4% | +6.1% |
| YTD | +15.6% | +14.8% | +0.7% | +8.8% |
| 1Y | +19.8% | +42.1% | -22.2% | +5.1% |
| 3Y | +70.1% | +170.8% | -100.7% | +17.1% |
| All | +47.4% | +198.3% | -150.8% | -7.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling