+3,192.7%
NSC vs WWD
+15,408.5%
-12,215.9%
-67.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.1% | -0.6% | +0.2% |
| 7D | -5.5% | +1.3% | -6.8% | -5.9% |
| 30D | -3.2% | -7.2% | +4.0% | -1.1% |
| 3M | +7.7% | -3.8% | +11.5% | +8.1% |
| 6M | +4.5% | -9.9% | +14.4% | +6.5% |
| YTD | +15.6% | +14.8% | +0.7% | +8.5% |
| 1Y | +19.8% | +42.1% | -22.2% | +4.5% |
| 3Y | +70.1% | +170.8% | -100.7% | +18.0% |
| 5Y | +46.1% | +197.5% | -151.4% | -3.6% |
| 10Y | +328.1% | +477.8% | -149.7% | +120.0% |
| All | +3,192.7% | +15,408.5% | -12,215.9% | +806.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling