+4,918.1%
WMB vs NSC
+5,742.2%
-824.1%
-98.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NSC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.6% | +0.9% | +1.2% |
| 7D | -6.9% | -3.4% | -3.5% | -5.4% |
| 30D | -7.2% | +3.6% | -10.8% | -8.8% |
| 3M | -5.4% | -1.4% | -4.0% | -5.1% |
| 6M | -4.9% | +6.0% | -10.8% | -8.0% |
| YTD | +14.7% | +15.5% | -0.8% | +6.0% |
| 1Y | +14.7% | +16.2% | -1.5% | +5.7% |
| 3Y | +116.4% | +76.9% | +39.4% | +58.3% |
| 5Y | +198.5% | +29.3% | +169.2% | +148.7% |
| 10Y | +266.3% | +298.3% | -32.0% | +73.2% |
| All | +4,918.1% | +5,742.2% | -824.1% | +677.1% |
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