+328.1%
WM vs NSC
+308.0%
+20.1%
-30.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NSC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -2.4% | +0.4% | -1.3% |
| 7D | +1.2% | -6.2% | +7.4% | +3.3% |
| 30D | +13.1% | +2.6% | +10.5% | +12.1% |
| 3M | +3.6% | -5.8% | +9.4% | +5.5% |
| 6M | +8.1% | +2.1% | +6.0% | +7.1% |
| YTD | +8.9% | +12.7% | -3.8% | +4.3% |
| 1Y | +20.3% | +15.9% | +4.4% | +14.1% |
| 3Y | +46.2% | +74.0% | -27.9% | +17.6% |
| 5Y | +59.9% | +25.2% | +34.7% | +42.9% |
| All | +328.1% | +308.0% | +20.1% | +165.8% |
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 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