+302.9%
WM vs NSC
+326.8%
-23.9%
-30.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NSC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.5% | -0.1% | -0.4% |
| 7D | -0.9% | -1.5% | +0.6% | -0.4% |
| 30D | -4.3% | -1.9% | -2.4% | -3.8% |
| 3M | +0.8% | +6.2% | -5.5% | -1.3% |
| 6M | -10.8% | +9.2% | -19.9% | -13.5% |
| YTD | -0.1% | +15.0% | -15.1% | -4.9% |
| 1Y | +1.0% | +21.1% | -20.1% | -5.5% |
| 3Y | +45.1% | +78.6% | -33.5% | +15.5% |
| 5Y | +52.1% | +45.9% | +6.2% | +28.3% |
| 10Y | +302.9% | +326.9% | -23.9% | +134.8% |
| All | +302.9% | +326.8% | -23.9% | +134.8% |
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