+45.9%
NSC vs WY
-21.5%
+67.4%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.4% | +1.0% | +0.2% |
| 7D | -1.5% | -2.1% | +0.5% | -0.6% |
| 30D | -1.9% | -10.5% | +8.6% | +3.0% |
| 3M | +6.2% | -4.9% | +11.1% | +8.1% |
| 6M | +9.2% | -4.9% | +14.1% | +10.8% |
| YTD | +15.0% | -1.7% | +16.7% | +14.4% |
| 1Y | +21.1% | -9.4% | +30.5% | +24.9% |
| 3Y | +78.6% | -22.3% | +100.9% | +95.4% |
| 5Y | +45.9% | -20.5% | +66.4% | +60.4% |
| All | +45.9% | -21.5% | +67.4% | +60.4% |
Cumulative growth
Daily Returns
Daily percentage return beside WY.
Daily Out/Under-Performance
Portfolio return minus WY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WY 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 WY 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