+296.4%
WBD vs NSC
+1,584.4%
-1,288.0%
-91.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NSC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.5% | 0.0% | -0.2% |
| 7D | -0.7% | -1.5% | +0.8% | 0.0% |
| 30D | +5.0% | -1.9% | +6.9% | +5.9% |
| 3M | +6.2% | +6.2% | 0.0% | +2.8% |
| 6M | +0.6% | +9.2% | -8.6% | -4.5% |
| YTD | -2.4% | +15.0% | -17.5% | -10.0% |
| 1Y | +127.7% | +21.1% | +106.6% | +104.9% |
| 3Y | +148.4% | +78.6% | +69.8% | +85.0% |
| 5Y | +4.2% | +45.9% | -41.7% | -15.5% |
| 10Y | +10.8% | +326.9% | -316.1% | -47.9% |
| All | +296.4% | +1,584.4% | -1,288.0% | +19.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling