+8,919.3%
WMT vs NSC
+5,718.1%
+3,201.2%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NSC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.5% | -0.5% | -0.9% |
| 7D | +0.1% | -1.5% | +1.6% | +0.5% |
| 30D | -5.0% | -1.9% | -3.0% | -4.5% |
| 3M | -11.3% | +6.2% | -17.5% | -12.8% |
| 6M | -13.8% | +9.2% | -23.0% | -16.0% |
| YTD | -4.2% | +15.0% | -19.2% | -8.0% |
| 1Y | +4.6% | +21.1% | -16.5% | -1.0% |
| 3Y | +100.5% | +78.6% | +21.9% | +69.0% |
| 5Y | +129.7% | +45.9% | +83.8% | +101.6% |
| 10Y | +423.4% | +326.9% | +96.6% | +230.9% |
| All | +8,919.3% | +5,718.1% | +3,201.2% | +1,402.3% |
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