+272.1%
CNQ vs WSM
+175.3%
+96.8%
-35.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.1% | -1.7% | -0.7% |
| 7D | +0.1% | -0.5% | +0.6% | +0.2% |
| 30D | +6.2% | -7.7% | +13.9% | +7.2% |
| 3M | +12.4% | +3.8% | +8.6% | +11.5% |
| 6M | +9.0% | +22.7% | -13.7% | +5.3% |
| YTD | +52.2% | +28.0% | +24.2% | +45.8% |
| 1Y | +65.0% | +12.7% | +52.3% | +60.8% |
| 3Y | +78.8% | +231.3% | -152.4% | +42.4% |
| All | +272.1% | +175.3% | +96.8% | +198.8% |
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