+28,547.2%
WM vs NSC
+5,576.5%
+22,970.8%
-77.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NSC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -2.8% | +0.8% | -1.3% |
| 7D | +1.2% | -6.6% | +7.8% | +3.1% |
| 30D | +13.1% | +2.2% | +10.9% | +12.4% |
| 3M | +3.6% | -6.2% | +9.8% | +5.4% |
| 6M | +8.1% | +1.7% | +6.4% | +7.3% |
| YTD | +8.9% | +12.2% | -3.3% | +5.0% |
| 1Y | +20.3% | +15.4% | +4.9% | +15.1% |
| 3Y | +46.2% | +73.3% | -27.2% | +22.4% |
| 5Y | +59.9% | +24.7% | +35.2% | +45.2% |
| 10Y | +345.6% | +324.5% | +21.1% | +180.7% |
| All | +28,547.2% | +5,576.5% | +22,970.8% | +6,881.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling