+5,556.5%
CNQ vs WAB
+6,362.1%
-805.6%
-81.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.1% | -1.6% | -1.0% |
| 7D | +0.1% | +0.1% | 0.0% | 0.0% |
| 30D | +6.2% | -4.1% | +10.3% | +8.0% |
| 3M | +12.4% | +8.2% | +4.2% | +7.7% |
| 6M | +9.0% | +15.4% | -6.4% | +0.2% |
| YTD | +52.2% | +33.1% | +19.1% | +31.0% |
| 1Y | +65.0% | +48.1% | +17.0% | +34.9% |
| 3Y | +78.8% | +167.7% | -88.9% | +10.1% |
| 5Y | +286.0% | +225.7% | +60.3% | +114.6% |
| 10Y | +420.7% | +293.7% | +127.0% | +157.1% |
| All | +5,556.5% | +6,362.1% | -805.6% | +1,437.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling