+88.5%
WDC vs NSC
+16.6%
+71.9%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NSC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.0% | -1.6% | -3.4% | -4.8% |
| 7D | +12.1% | +2.5% | +9.6% | +11.9% |
| 30D | -18.8% | +1.7% | -20.5% | -18.0% |
| 3M | -39.3% | -2.6% | -36.8% | -38.6% |
| 6M | -40.1% | +6.4% | -46.6% | -39.5% |
| YTD | +71.8% | +15.5% | +56.3% | +68.7% |
| 1Y | +88.5% | +17.6% | +70.9% | +83.3% |
| All | +88.5% | +16.6% | +71.9% | +83.3% |
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