+46.2%
WM vs NSC
+74.1%
-27.9%
-18.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NSC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -2.8% | +0.8% | -1.6% |
| 7D | +1.2% | -6.6% | +7.8% | +2.4% |
| 30D | +13.1% | +2.2% | +10.9% | +12.7% |
| 3M | +3.6% | -6.2% | +9.8% | +4.6% |
| 6M | +8.1% | +1.7% | +6.4% | +7.7% |
| YTD | +8.9% | +12.2% | -3.3% | +7.0% |
| 1Y | +20.3% | +15.4% | +4.9% | +17.8% |
| 3Y | +46.2% | +73.3% | -27.2% | +30.7% |
| All | +46.2% | +74.1% | -27.9% | +30.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling