+417.4%
WDC vs NSC
+20.4%
+397.0%
-41.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NSC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.9% | +0.5% | +5.4% | +5.8% |
| 7D | +1.7% | -5.5% | +7.3% | +1.9% |
| 30D | -10.0% | -3.2% | -6.7% | -9.9% |
| 3M | -18.8% | +7.7% | -26.4% | -19.4% |
| 6M | +79.0% | +4.5% | +74.5% | +76.7% |
| YTD | +171.6% | +15.6% | +156.0% | +160.0% |
| 1Y | +417.4% | +19.8% | +397.5% | +397.8% |
| All | +417.4% | +20.4% | +397.0% | +397.8% |
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