+7.0%
WMT vs NSC
+20.4%
-13.3%
-23.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NSC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.5% | -1.7% | -1.2% |
| 7D | +3.9% | -5.5% | +9.4% | +4.7% |
| 30D | -4.4% | -3.2% | -1.2% | -4.0% |
| 3M | -8.8% | +7.7% | -16.5% | -10.1% |
| 6M | -15.6% | +4.5% | -20.2% | -16.7% |
| YTD | -3.2% | +15.6% | -18.8% | -6.5% |
| 1Y | +7.0% | +19.8% | -12.8% | +3.2% |
| All | +7.0% | +20.4% | -13.3% | +3.2% |
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