+5,026.7%
WMB vs NSC
+5,789.6%
-762.8%
-98.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NSC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +0.8% | +1.4% | +1.8% |
| 7D | +1.6% | -3.5% | +5.1% | +3.3% |
| 30D | -7.1% | +3.9% | -11.0% | -8.8% |
| 3M | -4.0% | -0.8% | -3.2% | -3.9% |
| 6M | -5.7% | +7.1% | -12.8% | -9.3% |
| YTD | +17.2% | +16.4% | +0.7% | +7.9% |
| 1Y | +17.2% | +16.9% | +0.3% | +7.7% |
| 3Y | +121.1% | +78.4% | +42.7% | +61.1% |
| 5Y | +197.2% | +33.1% | +164.1% | +144.4% |
| 10Y | +280.9% | +299.9% | -19.0% | +79.8% |
| All | +5,026.7% | +5,789.6% | -762.8% | +691.0% |
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