+5.3%
WMT vs NSC
+19.9%
-14.6%
-23.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NSC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.9% | +2.3% | +1.5% |
| 7D | 0.0% | -2.8% | +2.8% | +0.3% |
| 30D | -7.4% | -4.5% | -2.9% | -7.0% |
| 3M | -10.9% | +3.5% | -14.4% | -11.7% |
| 6M | -12.7% | +8.5% | -21.2% | -14.6% |
| YTD | -3.2% | +12.3% | -15.6% | -6.1% |
| 1Y | +5.3% | +18.9% | -13.7% | +1.9% |
| All | +5.3% | +19.9% | -14.6% | +1.9% |
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