+15.5%
CNI vs WSM
+175.3%
-159.8%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +1.1% | -0.2% | +0.7% |
| 7D | -0.4% | -0.5% | +0.2% | -0.3% |
| 30D | -2.7% | -7.7% | +5.0% | -1.4% |
| 3M | +3.9% | +3.8% | +0.2% | +3.1% |
| 6M | +16.4% | +22.7% | -6.3% | +12.0% |
| YTD | +25.8% | +28.0% | -2.2% | +20.0% |
| 1Y | +32.4% | +12.7% | +19.7% | +28.7% |
| 3Y | +19.1% | +231.3% | -212.2% | -8.4% |
| All | +15.5% | +175.3% | -159.8% | -10.3% |
Cumulative growth
Daily Returns
Daily percentage return beside WSM.
Daily Out/Under-Performance
Portfolio return minus WSM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WSM 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 WSM 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