+17.2%
WMB vs NSC
+16.7%
+0.4%
-18.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NSC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +0.8% | +1.4% | +2.0% |
| 7D | +1.6% | -3.5% | +5.1% | +2.0% |
| 30D | -7.1% | +3.9% | -11.0% | -7.5% |
| 3M | -4.0% | -0.8% | -3.2% | -4.1% |
| 6M | -5.7% | +7.1% | -12.8% | -6.7% |
| YTD | +17.2% | +16.4% | +0.7% | +14.6% |
| 1Y | +17.2% | +16.9% | +0.3% | +14.6% |
| All | +17.2% | +16.7% | +0.4% | +14.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling