+7.2%
CNC vs WAB
+220.4%
-213.1%
-74.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.4% | +0.6% | -0.5% |
| 7D | -4.9% | +0.2% | -5.1% | -4.9% |
| 30D | -3.8% | -4.6% | +0.8% | -3.0% |
| 3M | -3.2% | +5.6% | -8.9% | -4.6% |
| 6M | +47.9% | +13.8% | +34.1% | +43.0% |
| YTD | +55.7% | +31.9% | +23.8% | +45.6% |
| 1Y | +106.2% | +48.3% | +58.0% | +87.8% |
| 3Y | -2.1% | +167.1% | -169.2% | -25.9% |
| All | +7.2% | +220.4% | -213.1% | -25.1% |
Cumulative growth
Daily Returns
Daily percentage return beside WAB.
Daily Out/Under-Performance
Portfolio return minus WAB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WAB 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 5y: compounded portfolio wealth divided by compounded WAB 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…
5y analysis · Full analysis span regression · 6 months rolling