+5,605.4%
NSC vs WY
+688.1%
+4,917.3%
-67.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.8% | -0.3% | +0.1% |
| 7D | -5.5% | -1.7% | -3.8% | -4.8% |
| 30D | -3.2% | -10.1% | +6.9% | +1.3% |
| 3M | +7.7% | -5.1% | +12.8% | +9.6% |
| 6M | +4.5% | -4.8% | +9.3% | +6.0% |
| YTD | +15.6% | -0.2% | +15.8% | +14.4% |
| 1Y | +19.8% | -6.6% | +26.5% | +21.7% |
| 3Y | +70.1% | -22.7% | +92.8% | +85.4% |
| 5Y | +46.1% | -22.2% | +68.3% | +56.4% |
| 10Y | +328.1% | +7.3% | +320.8% | +270.1% |
| All | +5,605.4% | +688.1% | +4,917.3% | +2,115.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling