+5,556.5%
CNQ vs WAT
+582.0%
+4,974.6%
-81.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.7% | -2.2% | -1.0% |
| 7D | +0.1% | -0.3% | +0.4% | +0.2% |
| 30D | +6.2% | -1.9% | +8.1% | +6.6% |
| 3M | +12.4% | +13.5% | -1.1% | +7.9% |
| 6M | +9.0% | +37.2% | -28.2% | -2.1% |
| YTD | +52.2% | +7.5% | +44.7% | +45.8% |
| 1Y | +65.0% | +35.0% | +30.0% | +46.9% |
| 3Y | +78.8% | +55.1% | +23.8% | +46.7% |
| 5Y | +286.0% | -2.8% | +288.8% | +258.1% |
| 10Y | +420.7% | +170.2% | +250.5% | +245.4% |
| All | +5,556.5% | +582.0% | +4,974.6% | +2,667.0% |
Cumulative growth
Daily Returns
Daily percentage return beside WAT.
Daily Out/Under-Performance
Portfolio return minus WAT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WAT 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 WAT 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