+283.3%
WMB vs NSC
+302.7%
-19.4%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NSC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.8% | 0.0% | +0.4% |
| 7D | +8.1% | +1.6% | +6.4% | +7.3% |
| 30D | -6.9% | +4.2% | -11.1% | -8.7% |
| 3M | -5.1% | -0.2% | -4.9% | -5.3% |
| 6M | -5.7% | +7.6% | -13.3% | -9.3% |
| YTD | +18.1% | +17.4% | +0.7% | +8.5% |
| 1Y | +18.4% | +18.3% | +0.1% | +8.4% |
| 3Y | +122.7% | +79.8% | +42.9% | +59.9% |
| 5Y | +202.0% | +34.3% | +167.7% | +147.0% |
| All | +283.3% | +302.7% | -19.4% | +94.6% |
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