+99.2%
WMT vs NSC
+75.0%
+24.2%
-23.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NSC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | 0.0% | -0.1% | -0.1% |
| 7D | -2.5% | -1.4% | -1.1% | -2.3% |
| 30D | -6.4% | -3.4% | -3.0% | -5.9% |
| 3M | -12.1% | +5.1% | -17.2% | -13.1% |
| 6M | -15.0% | +9.2% | -24.2% | -16.6% |
| YTD | -4.5% | +13.4% | -17.9% | -7.1% |
| 1Y | +6.2% | +20.8% | -14.6% | +2.1% |
| All | +99.2% | +75.0% | +24.2% | +79.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling