+113.2%
WDC vs NSC
+24.4%
+88.8%
-56.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NSC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.8% | +0.9% | -7.7% | -6.7% |
| 7D | -18.3% | +1.8% | -20.1% | -18.2% |
| 30D | -26.7% | +8.8% | -35.5% | -26.1% |
| 3M | -40.9% | +1.2% | -42.2% | -40.4% |
| 6M | -26.8% | +11.3% | -38.1% | -26.3% |
| YTD | +88.2% | +20.7% | +67.5% | +82.9% |
| 1Y | +113.2% | +23.4% | +89.8% | +102.8% |
| All | +113.2% | +24.4% | +88.8% | +102.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling