+9.0%
CNQ vs WAB
+15.7%
-6.7%
-21.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.1% | -1.6% | -0.3% |
| 7D | +0.1% | +0.1% | 0.0% | +0.2% |
| 30D | +6.2% | -4.1% | +10.3% | +5.2% |
| 3M | +12.4% | +8.2% | +4.2% | +15.0% |
| 6M | +9.0% | +15.4% | -6.4% | +18.4% |
| All | +9.0% | +15.7% | -6.7% | +18.4% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling