+326.4%
WM vs NSC
+301.1%
+25.3%
-30.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NSC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.6% | -0.3% | +0.1% |
| 7D | +1.2% | -3.4% | +4.6% | +2.2% |
| 30D | +13.7% | +3.6% | +10.1% | +12.3% |
| 3M | +5.2% | -1.4% | +6.6% | +5.6% |
| 6M | +11.2% | +6.0% | +5.2% | +8.8% |
| YTD | +9.4% | +15.5% | -6.1% | +3.9% |
| 1Y | +20.4% | +16.2% | +4.2% | +14.1% |
| 3Y | +44.7% | +76.9% | -32.3% | +15.8% |
| 5Y | +58.5% | +29.3% | +29.2% | +40.1% |
| 10Y | +326.4% | +298.3% | +28.1% | +163.8% |
| All | +326.4% | +301.1% | +25.3% | +163.8% |
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