+7.8%
WBD vs NSC
+44.4%
-36.5%
-78.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NSC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | 0.0% | +1.0% | +1.0% |
| 7D | -0.6% | -1.4% | +0.8% | +0.2% |
| 30D | +4.2% | -3.4% | +7.6% | +6.2% |
| 3M | +7.5% | +5.1% | +2.4% | +3.9% |
| 6M | +1.6% | +9.2% | -7.6% | -5.0% |
| YTD | -2.2% | +13.4% | -15.6% | -11.1% |
| 1Y | +124.9% | +20.8% | +104.1% | +96.0% |
| 3Y | +149.1% | +76.1% | +73.0% | +68.0% |
| 5Y | +7.8% | +45.3% | -37.4% | -19.1% |
| All | +7.8% | +44.4% | -36.5% | -19.1% |
Cumulative growth
Daily Returns
Daily percentage return beside NSC.
Daily Out/Under-Performance
Portfolio return minus NSC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NSC 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 NSC 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