+272.1%
CNQ vs WST
-23.9%
+296.0%
-35.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.6% | -1.1% | -0.6% |
| 7D | +0.1% | +1.8% | -1.7% | 0.0% |
| 30D | +6.2% | -1.7% | +7.9% | +6.3% |
| 3M | +12.4% | +4.9% | +7.5% | +11.9% |
| 6M | +9.0% | +45.5% | -36.5% | +5.4% |
| YTD | +52.2% | +26.1% | +26.1% | +48.8% |
| 1Y | +65.0% | +31.7% | +33.3% | +60.6% |
| 3Y | +78.8% | -12.1% | +90.9% | +76.3% |
| All | +272.1% | -23.9% | +296.0% | +237.0% |
Cumulative growth
Daily Returns
Daily percentage return beside WST.
Daily Out/Under-Performance
Portfolio return minus WST return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WST 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 WST 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