+62.1%
WM vs NSC
+34.1%
+27.9%
-18.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NSC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.8% | +0.8% | +1.4% |
| 7D | +1.2% | +1.6% | -0.5% | +0.8% |
| 30D | +15.2% | +4.2% | +11.0% | +14.1% |
| 3M | +8.3% | -0.2% | +8.6% | +8.3% |
| 6M | +13.1% | +7.6% | +5.6% | +11.1% |
| YTD | +12.5% | +17.4% | -4.8% | +8.3% |
| 1Y | +21.8% | +18.3% | +3.5% | +17.0% |
| 3Y | +48.8% | +79.8% | -31.0% | +26.1% |
| 5Y | +62.1% | +34.3% | +27.7% | +49.4% |
| All | +62.1% | +34.1% | +27.9% | +49.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling