+1,228.2%
WDC vs NSC
+336.2%
+892.0%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NSC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | 0.0% | -4.4% | -4.4% |
| 7D | +4.4% | -1.4% | +5.8% | +5.3% |
| 30D | +5.3% | -3.4% | +8.7% | +7.5% |
| 3M | -5.9% | +5.1% | -11.0% | -9.8% |
| 6M | +73.2% | +9.2% | +64.0% | +60.9% |
| YTD | +167.8% | +13.4% | +154.4% | +141.3% |
| 1Y | +386.0% | +20.8% | +365.2% | +318.8% |
| 3Y | +1,309.7% | +76.1% | +1,233.6% | +804.8% |
| 5Y | +957.1% | +45.3% | +911.8% | +666.7% |
| All | +1,228.2% | +336.2% | +892.0% | +461.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling